Non-explosion criteria for rough differential equations driven by unbounded vector fields

  • Bailleul I
  • Catellier R
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Abstract

We give in this note a simple treatment of the non-explosion problem for rough differential equations driven by unbounded vector fields and weak geometric rough paths of arbitrary roughness.

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Bailleul, I., & Catellier, R. (2020). Non-explosion criteria for rough differential equations driven by unbounded vector fields. Annales de La Faculté Des Sciences de Toulouse : Mathématiques, 29(3), 721–759. https://doi.org/10.5802/afst.1644

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