Rough paths on manifolds

DOI10.1142/9789814360920_0002zbMATH Open1280.58023arXiv1102.0998OpenAlexW1875508192MaRDI QIDQ4906089FDOQ4906089

Authors: Thomas Cass, Christian Litterer, Terence J. Lyons 

Publication date: 21 February 2013

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

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

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

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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)

Cited In (13)

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

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