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Pré-Publication, Document De Travail Année : 2012

Perturbed linear rough differential equations

Résumé

We study linear rough differential equations and we solve perturbed linear rough differential equation using the Duhamel principle. These results provide us with the key technical point to study the regularity of the differential of the Itô map in a subsequent article. Also, the notion of linear rough differential equations leads to consider multiplicative functionals with values in Banach algebra more general than tensor algebra and to consider extensions of classical results such as the Magnus and the Chen-Strichartz formula.
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Dates et versions

hal-00722900 , version 1 (06-08-2012)
hal-00722900 , version 2 (28-08-2013)
hal-00722900 , version 3 (23-12-2013)

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  • HAL Id : hal-00722900 , version 2

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Laure Coutin, Antoine Lejay. Perturbed linear rough differential equations. 2012. ⟨hal-00722900v2⟩
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