Reflected rough differential equations via controlled paths

Shigeki Aida

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arXiv · 1604.02562

Reflected rough differential equations via controlled paths

Shigeki Aida

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Abstract

In [1], we proved the existence of solutions to reflected rough differential equations based on an idea of Euler approximation of the solutions which is due to Davie [6]. In this paper, we prove the existence theorem under weaker assumptions than those in [1] by using the notion of Gubinelli's controlled path [14].

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BibTeX RIS

Shigeki Aida. 2016-08-26. Reflected rough differential equations via controlled paths. https://arxiv.org/abs/1604.02562

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