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Preprints, Working Papers, ... Year : 2023

Rough differential equations with affine boundary conditions

Abstract

In this paper we consider rough differential equations with affine boundary conditions. Using rough paths and fixed-point techniques, we study properties of the solutions. We also prove a convergence theorem and apply our results to differential equations driven by Brownian motions and fractional Brownian motions.
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Dates and versions

hal-03626402 , version 1 (31-03-2022)
hal-03626402 , version 2 (06-02-2023)
hal-03626402 , version 3 (26-06-2023)

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  • HAL Id : hal-03626402 , version 3

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Antoine Lejay, Renaud Marty. Rough differential equations with affine boundary conditions. 2023. ⟨hal-03626402v3⟩
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