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Rough differential equations in the flow approach (2411.07157v2)

Published 11 Nov 2024 in math.PR and math.CA

Abstract: We show how the flow approach of Duch, with elementary differentials as coordinates, can be used to prove well-posedness for rough stochastic differential equations driven by fractional Brownian motion with Hurst index $H > \frac{1}{4}$. A novelty appearing here is that we use coordinates for the flow that are indexed by trees rather than multi-indices.

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