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arXiv · 2502.14771

Flows driven by multi-indices Rough Paths

Carlo Bellingeri·Yvain Bruned·Yingtong Hou
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Abstract

In this work, we introduce a solution theory for scalar-valued rough differential equations driven by multi-indices rough paths. To achieve this task, we will show how the flow approach using the log-ODE method introduced by Bailleul fits perfectly in this setting. In addition, we also describe the action of the translation of multi-indices rough paths at the level of rough differential equations.

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Carlo Bellingeri, Yvain Bruned, Yingtong Hou. 2025-02-20. Flows driven by multi-indices Rough Paths. https://doi.org/10.1016/j.jde.2025.113931

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