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We propose a definition of viscosity solutions to fully nonlinear PDEs driven by a rough path via appropriate notions of test functions and rough jets. These objects will be defined as controlled processes with respect to the driving rough path. We s how that this notion is compatible with the seminal results of Lions and Souganidis and with the recent results of Friz and coauthors on fully non-linear SPDEs with rough drivers.
We prove existence of global solutions for differential equations driven by a geometric rough path under the condition that the vector fields have linear growth. We show by an explicit counter-example that the linear growth condition is not sufficien t if the driving rough path is not geometric. This settle a long-standing open question in the theory of rough paths. So in the geometric setting we recover the usual sufficient condition for differential equation. The proof rely on a simple mapping of the differential equation from the Euclidean space to a manifold to obtain a rough differential equation with bounded coefficients.
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