We prove the existence of a global solution for the filament equation with the inital condition given by a geometric rough path in the sense of Lyons (1998 Rev. Mat. Iberoamericana 14 215-310). Our work gives a positive answer to a question left open in recent publications: Berselli and Gubinelli (2007 Commun. Math. Phys. 269 693-713) showed the existence of a global solution for a smooth initial condition while Bessaih et al (2005 Ann. Probab. 33 1825-55) proved the existence of a local solution for a general initial condition given by a rough path.
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Cent Univ Finance & Econ, Sch Stat & Math, Beijing 100081, Peoples R ChinaCent Univ Finance & Econ, Sch Stat & Math, Beijing 100081, Peoples R China
Chen, Jing
Yu, Jian-Ping
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Univ Sci & Technol Beijing, Dept Appl Math, Beijing 100083, Peoples R China
Univ S Florida, Dept Math & Stat, Tampa, FL 33620 USACent Univ Finance & Econ, Sch Stat & Math, Beijing 100081, Peoples R China
Yu, Jian-Ping
Ma, Wen-Xiu
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Univ S Florida, Dept Math & Stat, Tampa, FL 33620 USA
North West Univ, Int Inst Symmetry Anal & Math Modelling, Dept Math Sci, Mafikeng Campus,Private Bag X2046, ZA-2735 Mmabatho, South AfricaCent Univ Finance & Econ, Sch Stat & Math, Beijing 100081, Peoples R China
Ma, Wen-Xiu
Sun, Yong-Li
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Univ S Florida, Dept Math & Stat, Tampa, FL 33620 USA
Beijing Univ Chem Technol, Dept Math, Beijing 100029, Peoples R ChinaCent Univ Finance & Econ, Sch Stat & Math, Beijing 100081, Peoples R China
Sun, Yong-Li
Khalique, Chaudry Masood
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North West Univ, Int Inst Symmetry Anal & Math Modelling, Dept Math Sci, Mafikeng Campus,Private Bag X2046, ZA-2735 Mmabatho, South AfricaCent Univ Finance & Econ, Sch Stat & Math, Beijing 100081, Peoples R China