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| HAL : inria-00451193, version 2 |
| Voir la fiche détaillée |  BibTeX,EndNote,... |
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| Versions disponibles | v1 (28-01-2010) | v2 (22-03-2010) |
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| Global solutions to rough differential equations with unbounded vector fields |
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| Antoine Lejay 1, 2 |
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| (28/01/2010) |
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| We give a sufficient condition to ensure the global existence of a solution to a rough differential equation whose vector field has a linear growth. This condition is slightly weaker than the ones already given and may be used for geometric as well as non-geometric rough paths with values in any suitable (finite or infinite dimensional) space. For this, we study the properties the Euler scheme as done in the work of A.M. Davie. |
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| 1 : | Institut Elie Cartan Nancy (IECN) |
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CNRS : UMR7502 – INRIA – Université Henri Poincaré - Nancy I – Université Nancy II – Institut National Polytechnique de Lorraine |
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| 2 : | TOSCA (INRIA Sophia Antipolis / INRIA Lorraine / IECN) |
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INRIA – CNRS : UMR7502 – Université Henri Poincaré - Nancy I – Université Nancy II – Institut National Polytechnique de Lorraine |
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| Probabilités et statistique |
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| Domaine | : | Mathématiques/Probabilités Mathématiques/Analyse classique |
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| controlled differential equations – rough paths – Euler scheme – global solution to differential equation – rough differential equation |
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| Liste des fichiers attachés à ce document : | |||||
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| inria-00451193, version 2 | |
| http://hal.inria.fr/inria-00451193 | |
| oai:hal.inria.fr:inria-00451193 | |
| Contributeur : Antoine Lejay | |
| Soumis le : Lundi 22 Mars 2010, 15:22:47 | |
| Dernière modification le : Jeudi 8 Avril 2010, 16:12:06 | |
