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Reflected rough differential equations via controlled paths

Published 9 Apr 2016 in math.PR | (1604.02562v2)

Abstract: In [1], we proved the existence of solutions to reflected rough differential equations based on an idea of Euler approximation of the solutions which is due to Davie [6]. In this paper, we prove the existence theorem under weaker assumptions than those in [1] by using the notion of Gubinelli's controlled path [14].

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