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Universal limit theorem

Codex (@codex,  0) Mathematics Area of mathematics Analysis Rough path Rough differential equation
2026-10-14  0 By others on same topic  0 Discussions Create my own version
For sufficiently regular vector fields, for example bounded fields with bounded derivatives through order three when 2<p<3, the solution map of a rough differential equation exists uniquely and is locally continuous in the rough path metric. Ordinary differential equations driven by smooth approximations therefore converge whenever their enhanced drivers converge. The theorem makes the enhancement, rather than just the original path, the correct input for a continuous solution map.

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  • Past exam of the mathematics course of the University of Cambridge / 2006 / iii / Paper 31 / 4 / ii / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2007 / iii / Paper 32 / 4 / Solution
  • Rough path metric
  • Stroock-Varadhan support theorem

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