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

Lipschitz manifoldcurrentsrough path

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65) 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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• Differential Equations Driven byΠ-Rough Paths
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• The accessibility problem for geometric rough differential equations
• Smooth rough paths, their geometry and algebraic renormalization
• Ramification of Volterra-type rough paths
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• Geometric aspects of Young integral: decomposition of flows
• A Stratonovich-Skorohod integral formula for Gaussian rough paths
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• Aspects of the theory of rough paths
• Non‐geometric rough paths on manifolds
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