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Article Dans Une Revue Journal of Differential Equations Année : 2017

Random dynamical systems, rough paths and rough flows

Résumé

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 induce random dynamical systems.

Dates et versions

hal-01426346 , version 1 (04-01-2017)

Identifiants

Citer

Ismaël Bailleul, Sebastian Riedel, Michael Scheutzow. Random dynamical systems, rough paths and rough flows. Journal of Differential Equations, 2017, 262 (12), pp.5792-5823. ⟨10.1016/j.jde.2017.02.014⟩. ⟨hal-01426346⟩
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