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arXiv · 2408.03937

The Lipschitz continuity of the solution to branched rough differential equations

Jing Zou·Danyu Yang
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Abstract

Based on an isomorphism between Grossman Larson Hopf algebra and Tensor Hopf algebra, we apply a sub-Riemannian geometry technique to branched rough differential equations and obtain the explicit Lipschitz continuity of the solution with respect to the initial value, the vector field and the driving rough path.

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Jing Zou, Danyu Yang. 2024-08-07. The Lipschitz continuity of the solution to branched rough differential equations. https://arxiv.org/abs/2408.03937

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