Flows driven by rough paths

Abstract

We devise in this work a simple mechanism for constructing flows on a Banach space from approximate flows, and show how it can be used in a simple way to reprove from scratch and extend the main existence and well-posedness results for rough differential equations, in the context of dynamics on a Banach space driven by a Hölder weak geometric rough path; the explosion question under linear growth conditions, Taylor expansion and Euler estimates are also dealt with. We illustrate our approach by proving an existence and well-posedness result for some mean field stochastic rough differential equation.

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