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arXiv · 1309.6082

Flows driven by Banach space-valued rough paths

Ismael Bailleul
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Abstract

We show in this note how the machinery of C^1-approximate flows devised in the work "Flows driven by rough paths", and applied there to reprove and extend most of the results on Banach space-valued rough differential equations driven by a finite dimensional rough path, can be used to deal with rough differential equations driven by an infinite dimensional Banach space-valued weak geometric Holder p-rough paths, for any p>2, giving back Lyons' theory in its full force in a simple way.

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Ismael Bailleul. 2013-09-24. Flows driven by Banach space-valued rough paths. https://arxiv.org/abs/1309.6082

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