Non‐geometric rough paths on manifolds

DOI10.1112/JLMS.12585zbMATH Open1528.60110arXiv2007.06970OpenAlexW3043591305MaRDI QIDQ6134494FDOQ6134494

Thomas Cass, Damiano Brigo, Emilio Rossi Ferrucci, John Armstrong

Publication date: 22 August 2023

Published in: Journal of the London Mathematical Society (Search for Journal in Brave)

Abstract: We provide a theory of manifold-valued rough paths of bounded 3 > p-variation, which we do not assume to be geometric. Rough paths are defined in charts, and coordinate-free (but connection-dependent) definitions of the rough integral of cotangent bundle-valued controlled paths, and of RDEs driven by a rough path valued in another manifold, are given. When the path is the realisation of semimartingale we recover the theory of It^o integration and SDEs on manifolds ['E89]. We proceed to present the extrinsic counterparts to our local formulae, and show how these extend the work in [CDL15] to the setting of non-geometric rough paths and controlled integrands more general than 1-forms. In the last section we turn to parallel transport and Cartan development: the lack of geometricity leads us to make the choice of a connection on the tangent bundle of the manifold TM, which figures in an It^o correction term in the parallelism RDE; such connection, which is not needed in the geometric/Stratonovich setting, is required to satisfy properties which guarantee well-definedness, linearity, and optionally isometricity of parallel transport. We conclude by providing numerous examples, some accompanied by numerical simulations, which explore the additional subtleties introduced by our change in perspective.

Full work available at URL: https://arxiv.org/abs/2007.06970

zbMATH Keywords

parallel transportrough integralCartan developmentrough differential equationnon-geometric rough pathscontrolled integrand

Mathematics Subject Classification ID

Rough paths (60L20)

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Cited In (6)

• A new definition of rough paths on manifolds
• Geometric aspects of Young integral: decomposition of flows
• Variational Principles on Geometric Rough Paths and the Lévy Area Correction
• Smooth rough paths, their geometry and algebraic renormalization
• A combinatorial approach to geometric rough paths and their controlled paths
• Geometric rough paths on infinite dimensional spaces

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