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arXiv · 1904.11526

On nonlinear rough paths

David Nualart·Panqiu Xia
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Abstract

In this paper, we establish the theory of nonlinear rough paths. We give the definition of nonlinear rough paths, and develop the integrals. Then, we study differential equations driven by nonlinear rough paths. Afterwards, we compare the nonlinear rough paths and classic theory of linear rough paths. Finally, we apply this theory to rough partial differential equations.

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David Nualart, Panqiu Xia. 2019-04-25. On nonlinear rough paths. https://arxiv.org/abs/1904.11526

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