The non-linear sewing lemma I: weak formulation
From MaRDI portal
Publication:2316583
DOI10.1214/19-EJP313zbMath1466.60219arXiv1810.11987OpenAlexW2806781760WikidataQ124987528 ScholiaQ124987528MaRDI QIDQ2316583
Publication date: 6 August 2019
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.11987
rough pathsrough differential equationsLipschitz flowssewing lemmaflow approximationsmeasurable flowsnon uniqueness of solutions
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Selections in general topology (54C65) Rough paths (60L20)
Related Items (6)
Non-autonomous rough semilinear PDEs and the multiplicative sewing lemma ⋮ The non-linear sewing lemma III: stability and generic properties ⋮ Construction of Boltzmann and McKean-Vlasov type flows (the sewing lemma approach) ⋮ On nonlinear rough paths ⋮ The non-linear sewing lemma. II. Lipschitz continuous formulation ⋮ Constructing general rough differential equations through flow approximations
Cites Work
- Perturbed linear rough differential equations
- On Peano's theorem in Banach spaces
- Differential equations driven by rough paths. Ecole d'Eté de Probabilités de Saint-Flour XXXIV -- 2004. Lectures given at the 34th probability summer school, July 6--24, 2004.
- Regularity of the Itô-Lyons map
- Flows driven by rough paths
- A non-commutative sewing lemma
- Manifolds, tensor analysis, and applications.
- Differential equations driven by rough signals
- Sensitivity of rough differential equations: an approach through the omega lemma
- Controlling rough paths
- Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young
- The non-linear sewing lemma. II. Lipschitz continuous formulation
- The non-linear sewing lemma III: stability and generic properties
- Measurable process selection theorem and non-autonomous inclusions
- Random dynamical systems, rough paths and rough flows
- Multidimensional Stochastic Processes as Rough Paths
- Differential Equations Driven by Rough Paths: An Approach via Discrete Approximation
- Product formulas and numerical algorithms
- One-Parameter Semigroups for Linear Evolution Equations
- Flows Driven by Banach Space-Valued Rough Paths
- System Control and Rough Paths
- Rough pathsviasewing Lemma
- A Survey of the Matrix Exponential Formulae with Some Applications
- A course on rough paths. With an introduction to regularity structures
- Unnamed Item
- Unnamed Item
This page was built for publication: The non-linear sewing lemma I: weak formulation