Flow equations on spaces of rough paths

Flow equations on spaces of rough paths

Given an Itô vector fieldM, there is a unique solutionξt(h) to the differential equationdξt(h)dt=M(ξt(h)),ξ0(h)=hfor any continuous and piece-wisely smooth pathh. We show that for anyt∈R, the maph→ξt(h) is continuous in thep-variation topology for anyp≥1, so that it uniquely extends to a solution fl...

Полное описание

Библиографические подробности
Главные авторы:	Lyons, T, Qian, Z
Формат:	Journal article
Язык:	English
Опубликовано:	1997

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