Rough paths on manifolds

DOI10.1142/9789814360920_0002MaRDI QIDQ4906089zbMATH OpenOpenAlexFDO

Authors Thomas Cass, Christian Litterer, Terence J. Lyons

Publication date 21 February 2013

Published in Interdisciplinary Mathematical Sciences (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1102.0998

zbMATH Keywords

currentsLipschitz manifoldrough path

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random operators and equations (aspects of stochastic analysis) (60H25)

Abstract: We develop a fundamental framework for and extend the theory of rough paths to Lipschitz-gamma manifolds.

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(18)

• Controlled rough paths on manifolds. I.
• Rough integrators on Banach manifolds
• A Stratonovich-Skorohod integral formula for Gaussian rough paths
• Geometric rough paths on infinite dimensional spaces
• A new definition of rough paths on manifolds
• Smooth rough paths, their geometry and algebraic renormalization
• On (p,q)-rough paths
• Ramification of Volterra-type rough paths
• Differential Equations Driven byΠ-Rough Paths
• Aspects of the theory of rough paths
• Rough paths and PDEs. Abstracts from the workshop held August 19--25, 2012.
• Constrained rough paths
• Rough path conditions for smooth paths
• Non‐geometric rough paths on manifolds
• Geometric aspects of Young integral: decomposition of flows
• The accessibility problem for geometric rough differential equations
• Higher order Lipschitz Sandwich theorems
• Invariant submanifolds for solutions to rough differential equations

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