Differential structure and flow equations on rough path space
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Publication:645946
DOI10.1016/J.BULSCI.2011.07.011zbMATH Open1229.60072arXiv1102.5619OpenAlexW2077581162MaRDI QIDQ645946FDOQ645946
Authors: Zhongmin Qian, Jan Tudor 
Publication date: 11 November 2011
Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)
Abstract: We introduce a differential structure for the space of weakly geometric p rough paths over a Banach space V for 2<p<3. We begin by considering a certain natural family of smooth rough paths and differentiating in the truncated tensor series. The resulting object has a clear interpretation, even for non-smooth rough paths, which we take to be an element of the tangent space. We can associate it uniquely to an equivalence class of curves, with equivalence defined by our differential structure. Thus, for a functional on rough path space, we can define the derivative in a tangent direction analogous to defining the derivative in a Cameron-Martin direction of a functional on Wiener space. Our tangent space contains many more directions than the Cameron-Martin space and we do not require quasi-invariance of Wiener measure. In addition we also locally (globally) solve the associated flow equation for a class of vector fields satisfying a local (global) Lipshitz type condition.
Full work available at URL: https://arxiv.org/abs/1102.5619
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Cited In (11)
- A new definition of rough paths on manifolds
- Rough integrators on Banach manifolds
- The geometry of the space of branched rough paths
- Flows Driven by Banach Space-Valued Rough Paths
- Planarly branched rough paths and rough differential equations on homogeneous spaces
- Flow equations on spaces of rough paths
- Solving mean field rough differential equations
- Optimal extension to Sobolev rough paths
- Regularity of the Itô-Lyons map
- Sensitivity of rough differential equations: an approach through the omega lemma
- Differential Equations Driven byΠ-Rough Paths
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