Unbounded rough drivers

I. Bailleul and M. Gubinelli

First issued 9 January 2015 · PDF

Abstract

We propose a theory of linear differential equations driven by unbounded operator-valued rough signals. As an application we consider rough linear transport equations and more general linear hyperbolic symmetric systems of equations driven by time-dependent vector fields which are only distributions in the time direction.

Versions

1. Version 4 (arXiv v4) current
   23 June 2017
   arXiv comments: 38 pages. some improvements and precisions
   PDF · LaTeX source · files and digests · arXiv:1501.02074
2. Version 3 (arXiv v3)
   16 November 2015
   arXiv comments: 29 pages. An error corrected and other improvements
   PDF · LaTeX source · files and digests · arXiv:1501.02074
3. Version 2 (arXiv v2)
   29 January 2015
   arXiv comments: 29 pages. Typos corrected and Theorem 22 added
   PDF · LaTeX source · files and digests · arXiv:1501.02074
4. Version 1 (arXiv v1)
   9 January 2015
   arXiv comments: 28 pages
   PDF · LaTeX source · files and digests · arXiv:1501.02074

Cite

I. Bailleul and M. Gubinelli. Unbounded rough drivers. Papers of Massimiliano Gubinelli, 2015, version 4. https://mgubi.org/papers/paper/unbounded-rough-drivers/

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

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