Key points are not available for this paper at this time.
A theory of systems of differential equations of the form dyi = ∑jfij(y)dxi, where the driving path x(t) is nondifferentiable, has recently been developed by Lyons. I develop an alternative approach to this theory, using (modified) Euler approximations, and investigate its applicability to stochastic differential equations driven by Brownian motion. I also give some other examples showing that the main results are reasonably sharp.
A. M. Davie (Tue,) studied this question.