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Global existence for rough differential equations under linear growth conditions

Massimiliano Gubinelli and Antoine Lejay

First issued 14 May 2009 · PDF

Abstract

We prove existence of global solutions for differential equations driven by a geometric rough path under the condition that the vector fields have linear growth. We show by an explicit counter-example that the linear growth condition is not sufficient if the driving rough path is not geometric. This settle a long-standing open question in the theory of rough paths. So in the geometric setting we recover the usual sufficient condition for differential equation. The proof rely on a simple mapping of the differential equation from the Euclidean space to a manifold to obtain a rough differential equation with bounded coefficients.

Versions

  1. Version 1 (arXiv v1) current
    14 May 2009
    arXiv comments: 20 pages

Cite

Massimiliano Gubinelli and Antoine Lejay. Global existence for rough differential equations under linear growth conditions. Papers of Massimiliano Gubinelli, 2009, version 1. https://mgubi.org/papers/paper/rde-global-existence/

Licence: arXiv.org perpetual, non-exclusive license to distribute; all other rights reserved to the authors

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