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The Lipschitz continuity of the solution to branched rough differential equations

2024/08/07 by Jing Zou, Zou, Jing, Danyu Yang +1
Engineering · Computer Science · Mathematics · #Advanced Numerical Methods in Computational Mathematics #Advanced Mathematical Modeling in Engineering #Differential Equations and Numerical Methods

paper · pdf · doi:10.48550/arxiv.2408.03937

Abstract

Based on an isomorphism between Grossman Larson Hopf algebra and Tensor Hopf algebra, we apply a sub-Riemannian geometry technique to branched rough differential equations and obtain the explicit Lipschitz continuity of the solution with respect to the initial value, the vector field and the driving rough path.

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