Journal of the Mathematical Society of Japan
Online ISSN : 1881-1167
Print ISSN : 0025-5645
ISSN-L : 0025-5645
The theory of rough paths via one-forms and the extension of an argument of Schwartz to rough differential equations
Terry J. LyonsDanyu Yang
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2015 年 67 巻 4 号 p. 1681-1703

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We give an overview of the recent approach to the integration of rough paths that reduces the problem to an inhomogeneous analogue of the classical Young integration [13]. As an application, we extend an argument of Schwartz [11] to rough differential equations, and prove the existence, uniqueness and continuity of the solution, which is applicable when the driving path takes values in nilpotent Lie group or Butcher group.
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© 2015 The Mathematical Society of Japan
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