Author
Gyurko, L
Last updated
2023-12-19T22:55:06.55+00:00
Abstract
This paper revisits the concept of rough paths of inhomogeneous degree of smoothness (geometric \Pi-rough paths in our terminology) sketched by Lyons ("Differential equations driven by rough signals", Revista Mathematica Iber. Vol 14, Nr. 2,215-310, 1998). Although geometric \Pi-rough paths can be treated as p-rough paths for a sufficiently large p and the theory of integration of Lip-\gamma one-forms (\gamma>p-1) along geometric p-rough paths applies, we prove the existence of integrals of one-forms under weaker conditions. Moreover, we consider differential equations driven by geometric \Pi-rough paths and give sufficient conditions for existence and uniqueness of solution.
Symplectic ID
354569
Download URL
http://arxiv.org/abs/1205.1832
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Publication type
Journal Article
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