A combinatorial approach to geometric rough paths and their controlled paths
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Publication:6134498
DOI10.1112/JLMS.12589zbMATH Open1528.60111arXiv2112.08034OpenAlexW4220950968MaRDI QIDQ6134498FDOQ6134498
Thomas Cass, Christian Litterer, Emilio Rossi Ferrucci, Bruce K. Driver
Publication date: 22 August 2023
Published in: Journal of the London Mathematical Society (Search for Journal in Brave)
Abstract: We develop the structure theory for transformations of weakly geometric rough paths of bounded -variation and their controlled paths. Our approach differs from existing approaches as it does not rely on smooth approximations. We derive an explicit combinatorial expression for the rough path lift of a controlled path, and use it to obtain fundamental identities such as the associativity of the rough integral, the adjunction between pushforwards and pullbacks, and a change of variables formula for rough differential equations (RDEs). As applications we define rough paths, rough integration and RDEs on manifolds, extending the results of [CDL15] to the case of arbitrary .
Full work available at URL: https://arxiv.org/abs/2112.08034
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