Geometric decomposition of flows generated by rough path differential equations

MaRDI QIDQ6420846zbMATH OpenFDO

Authors Pedro J. Catuogno, Lourival Lima, Paulo Ruffino

Publication date 17 December 2022

Mathematics Subject Classification ID

Dynamics induced by flows and semiflows (37C10) General theory of random and stochastic dynamical systems (37H05) Rough paths (60L20) Applications of rough analysis (60L90)

Abstract: Whenever an It^o-Wentsel type of formula holds for composition of flows of a certain differential dynamics, there exists locally a decomposition of the corresponding flow according to complementary distributions (or foliations, in the case of integrability of these distributions). Many examples have been proved in distinct context of dynamics: Stratonovich stochastic equations, L'evy driven noise, low regularity $alpha$-H"older control functions ($alphain(1/2,1]$), see e.g. [6], [7], [20], [21]. Here we present the proof of this categorical property: we illustrate with the $alpha$-H"older rough path, $alphain(1/3,1/2]$ using the It^o-Wentsel formula in this context proved in [5]. Different from the previous approaches, here however, instead of using an intrinsic rough path calculus on manifolds, the manifold has to be embedded in an Euclidean space. A cascade decomposition is also shown when we have multiple lower dimensional directions which span the whole space. As application, the linear case is treated in details: the cascade decomposition provides a row factorization of all matrices which allow real logarithm.

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