2015/03/20 by Lyons, Terry, Yang, Danyu
#Classical Analysis and ODEs (math.CA) #FOS: Mathematics
paper · doi:10.48550/arxiv.1503.06175
We give an overview of the recent approach to the integration of rough paths that reduces the problem to classical Young integration. As an application, we extend an argument of Schwartz to rough differential equations, and prove the existence, uniqueness and continuity of the solution, which is applicable when the driving path takes values in nilpotent Lie group or Butcher group.