Flows driven by multi-indices Rough Paths

2025/02/20 by Bellingeri, Carlo, Bruned, Yvain, Hou, Yingtong · 1 citation
#60L20 #60L70 #Classical Analysis and ODEs (math.CA) #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2502.14771

Abstract

In this work, we introduce a solution theory for scalar-valued rough differential equations driven by multi-indices rough paths. To achieve this task, we will show how the flow approach using the log-ODE method introduced by Bailleul fits perfectly in this setting. In addition, we also describe the action of the translation of multi-indices rough paths at the level of rough differential equations.

Cited by

• Elementary differentials from multi-indices to rooted trees

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