Global existence for rough differential equations under linear growth conditions
Résumé
We prove existence of global solutions for differential equations driven by a geometric rough path under the condition that the vector fields have linear growth. We show by an explicit counter-example that the linear growth condition is not sufficient if the driving rough path is not geometric. This settle a long-standing open question in the theory of rough paths. So in the geometric setting we recover the usual sufficient condition for differential equation. The proof rely on a simple mapping of the differential equation from the Euclidean space to a manifold to obtain a rough differential equation with bounded coefficients.
Domaines
Probabilités [math.PR]Origine | Fichiers produits par l'(les) auteur(s) |
---|
Loading...