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Flows driven by multi-indices Rough Paths

Published 20 Feb 2025 in math.PR and math.CA | (2502.14771v2)

Abstract: In this work, we introduce a solution theory for scalar-valued rough differential equations driven by multi-indices rough paths. To achieve this task, we will show how the flow approach using the log-ODE method introduced by Bailleul fits perfectly in this setting. In addition, we also describe the action of the translation of multi-indices rough paths at the level of rough differential equations.

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