Rough differential equations in the flow approach

Ajay Chandra and Léonard Ferdinand

Stochastic Processes and their Applications, 2025, vol. 190, issue C

Abstract: We show how the flow approach of Duch (2021), with elementary differentials as coordinates as in Chandra and Ferdinand (2024), can be used to prove well-posedness for rough stochastic differential equations driven by fractional Brownian motion with Hurst index H>14. A novelty appearing here is that we use coordinates for the flow that are indexed by trees rather than multi-indices.

Date: 2025
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DOI: 10.1016/j.spa.2025.104757

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