Integrability of (Non-)Linear Rough Differential Equations and Integrals
Integrability of (Non-)Linear Rough Differential Equations and Integrals
Integrability properties of (classical, linear, linear growth) rough differential equations (RDEs) are considered, the Jacobian of the RDE flow driven by Gaussian signals being a motivating example. We revisit and extend some recent ground-breaking work of Cass-Litterer-Lyons in this regard; as by-product, we obtain a user-friendly “transitivity property” of such …