Papers
Topics
Authors
Recent
Gemini 2.5 Flash
Gemini 2.5 Flash
173 tokens/sec
GPT-4o
7 tokens/sec
Gemini 2.5 Pro Pro
46 tokens/sec
o3 Pro
4 tokens/sec
GPT-4.1 Pro
38 tokens/sec
DeepSeek R1 via Azure Pro
28 tokens/sec
2000 character limit reached

Sensitivity of rough differential equations: an approach through the Omega lemma (1712.04705v1)

Published 13 Dec 2017 in math.PR

Abstract: The It{^o} map assigns the solution of a Rough Differential Equation, a generalization of an Ordinary Differential Equation driven by an irregular path, when existence and uniqueness hold. By studying how a path is transformed through the vector field which is integrated, we prove that the It{^o} map is H{\"o}lder or Lipschitz continuous with respect to all its parameters. This result unifies and weaken the hypotheses of the regularity results already established in the literature.

Summary

We haven't generated a summary for this paper yet.