Article ID Journal Published Year Pages File Type
5774160 Journal of Differential Equations 2017 32 Pages PDF
Abstract
We analyze common lifts of stochastic processes to rough paths/rough drivers-valued processes and give sufficient conditions for the cocycle property to hold for these lifts. We show that random rough differential equations driven by such lifts induce random dynamical systems. In particular, our results imply that rough differential equations driven by the lift of fractional Brownian motion in the sense of Friz-Victoir [26] induce random dynamical systems.
Related Topics
Physical Sciences and Engineering Mathematics Analysis
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