Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5774160 | Journal of Differential Equations | 2017 | 32 Pages |
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
Authors
I. Bailleul, S. Riedel, M. Scheutzow,