Constrained rough paths
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Ordinary differential equations and systems with randomness (34F05) Continuity properties of mappings on manifolds (58C07) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)
Abstract: We introduce a notion of rough paths on embedded submanifolds and demonstrate that this class of rough paths is natural. On the way we develop a notion of rough integration and an efficient and intrinsic theory of rough differential equations (RDEs) on manifolds. The theory of RDEs is then used to construct parallel translation along manifold valued rough paths. Finally, this framework is used to show there is a one to one correspondence between rough paths on a d-dimensional manifold and rough paths on d-dimensional Euclidean space. This last result is a rough path analogue of Cartan's development map and its stochastic version which was developed by Eeels and Elworthy and Malliavin.
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Cites work
- \(G\)-Brownian motion as rough paths and differential equations driven by \(G\)-Brownian motion
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Cited in
(15)- Controlled rough paths on manifolds. I.
- Rough integrators on Banach manifolds
- A Stratonovich-Skorohod integral formula for Gaussian rough paths
- Controlling rough paths
- A new definition of rough paths on manifolds
- Smooth rough paths, their geometry and algebraic renormalization
- A gradient estimate for the heat semi-group without hypoellipticity assumptions
- On the Complexity of Universality for Partially Ordered NFAs
- Rough paths on manifolds
- Non‐geometric rough paths on manifolds
- A combinatorial approach to geometric rough paths and their controlled paths
- Projections of SDEs onto submanifolds
- Non-degeneracy of stochastic line integrals
- Regularity of the Itô-Lyons map
- Holomorphic functions and the Itô chaos
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