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MiS Preprint
78/2020
Controlled differential equations as rough integrals
Hoang Duc Luu
Abstract
We study controlled differential equations with unbounded drift terms, where the driving paths is $\nu$ - H\"older continuous for $\nu \in (\frac{1}{3},\frac{1}{2})$, so that the rough integral are interpreted in the Gubinelli sense for controlled rough paths. Similar to the rough differential equations in the sense of Lyons or of Friz-Victoir, we prove the existence and uniqueness theorem for the solution in the sense of Gubinelli, the continuity on the initial value, and the solution norm estimates.
