Controlling Rough Paths

Details Controlling Rough Paths Controlling Rough Paths

2003-06-30

arxiv.org/abs/math/0306433v2

Mathematics

Probability

43 pages, no figures, corrected a proof in Sec. 6

Scientific paper

We formulate indefinite integration with respect to an irregular function as an algebraic problem and provide a criterion for the existence and uniqueness of a solution. This allows us to define a good notion of integral with respect to irregular paths with Hoelder exponent greater than 1/3 (e.g. samples of Brownian motion) and study the problem of the existence, uniqueness and continuity of solution of differential equations driven by such paths. We recover Young's theory of integration and the main results of Lyons' theory of rough paths in Hoelder topology.

Affiliated with

Also associated with

No associations

Rating

Controlling Rough Paths does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Controlling Rough Paths, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Controlling Rough Paths will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-185919