The Existence of Solutions for Rough Differential Equations
In one of the last Saint Flour lectures in 2004, T. Lyons remarked that a Peano theorem for rough differential equations had not yet been proved. The first successful attempt to prove this existence result was carried out by A.M. Davie. Using generalized Euler schemes, Davie showed that when working...
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University of Oxford
2007
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.491331 |