Controlled Rough Paths on Manifolds I
Abstract
In this paper, we build the foundation for a theory of controlled rough paths on manifolds. A number of natural candidates for the definition of manifold valued controlled rough paths are developed and shown to be equivalent. The theory of controlled rough one-forms along such a controlled path and their resulting integrals are then defined. This general integration theory does require the introduction of an additional geometric structure on the manifold which we refer to as a "parallelism." The transformation properties of the theory under change of parallelisms is explored. Using these transformation properties, it is shown that the integration of a smooth one-form along a manifold valued controlled rough path is in fact well defined independent of any additional geometric structures. We present a theory of push-forwards and show how it is compatible with our integration theory. Lastly, we give a number of characterizations for solving a rough differential equation when the solution is interpreted as a controlled rough path on a manifold and then show such solutions exist and are unique.
Keywords
Cite
@article{arxiv.1504.03308,
title = {Controlled Rough Paths on Manifolds I},
author = {Bruce K. Driver and Jeremy S. Semko},
journal= {arXiv preprint arXiv:1504.03308},
year = {2015}
}
Comments
64 pages, 1 figure