 Rough differential equation

A rough differential equation interprets a differential equation using the higher-order data of its driving rough path. For $2<p<3$, its local expansion includes $V_i(Y_s)X_{s,t}^i+D{V}_j(Y_s)V_i(Y_s){\mathbb{X}}_{s,t}^{ij}$, with a remainder controlled at order greater than one. For a smooth driver it is the usual controlled ordinary differential equation; for enhanced Brownian motion it is the corresponding Stratonovich equation.