A combinatorial approach to geometric rough paths and their controlled paths

DOI10.1112/JLMS.12589MaRDI QIDQ6134498zbMATHOpenAlexFDO

Authors Thomas Cass, Bruce K. Driver, Christian Litterer, Emilio Rossi Ferrucci

Publication date 22 August 2023

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

Full work available at URL https://arxiv.org/abs/2112.08034

zbMATH Keywords

geometric rough pathspushforwards

Mathematics Subject Classification ID

Rough paths (60L20)

Abstract: We develop the structure theory for transformations of weakly geometric rough paths of bounded $1<p$-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 $p$.

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Cited in

(3)

• A new definition of rough paths on manifolds
• A Fubini type theorem for rough integration
• Quasi-geometric rough paths and rough change of variable formula

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