Global solutions to rough differential equations with unbounded vector fields
Abstract
We give a sufficient condition to ensure the global existence of a solution to a rough differential equation whose vector field has a linear growth. This condition is slightly weaker than the ones already given and may be used for geometric as well as non-geometric rough paths with values in any suitable (finite or infinite dimensional) space. For this, we study the properties the Euler scheme as done in the work of A.M. Davie.
Origin : Files produced by the author(s)
Loading...