Solving rough differential equations with the theory of the regularity structures - Université de Lorraine Access content directly
Master Thesis Year : 2015

Solving rough differential equations with the theory of the regularity structures

Antoine Brault

Abstract

The theory of the rough paths allows to give a meaning to the differential equations dYt = F(Yt)dXt; where X is [infinity]-Hölder with [alpha is an element of] (0; 1] and to prove the existence and the unicity of a solution. Here we propose to approach this equation with the theory of the regularity structures and to find the results already known with this framework.
No file

Dates and versions

hal-01768548 , version 1 (17-04-2018)

Identifiers

  • HAL Id : hal-01768548 , version 1

Intranet access

Cite

Antoine Brault. Solving rough differential equations with the theory of the regularity structures. Mathematics [math]. 2015. ⟨hal-01768548⟩
18 View
0 Download

Share

Gmail Facebook X LinkedIn More