2013/09/05 by Ismaël Bailleul, Ismael Bailleul, Bailleul, Ismael
Engineering · Mathematics · #Advanced Numerical Analysis Techniques #Advanced Numerical Methods in Computational Mathematics #Classical Analysis and ODEs (math.CA) #Differential Equations and Numerical Methods #FOS: Mathematics #Probability (math.PR) #math.CA #math.PR
paper · pdf · doi:10.48550/arxiv.1309.1291
17 pages
arxiv created 2013/09/05 · openalex publication_date 2013/09/05 · arxiv updated 2013/09/06 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We show in this work how the machinery of C1-approximate flows introduced in our previous work "Flows driven by rough paths", provides a very efficient tool for proving well-posedness results for path-dependent rough differential equations on flows of the form dϕ= V h(dt) + F X(dt), for smooth enough path-dependent vector fields V,F = (V1,...,V_ℓ), any Holder weak geometric p-rough path X and any a-Holder path h, with a+1/p>1.