English

Rough differential equations and planarly branched universal limit theorem

Probability 2025-06-18 v3 Classical Analysis and ODEs

Abstract

The universal limit theorem is a central result in rough path theory, which has been proved for: (i) rough paths with roughness 13<α12\frac{1}{3}< \alpha \leq \frac{1}{2}; (ii) geometric rough paths with roughness 0<α10< \alpha \leq 1; (iii) branched rough paths with roughness 0<α10< \alpha \leq 1. Planarly branched rough paths are natural generalizations of both rough paths and branched rough paths, in the sense that post-Lie algebras are generalizations of both Lie algebras and pre-Lie algebras. Here the primitive elements of the graded dual Hopf algebra of the Hopf algebra corresponding to the planarly branched rough paths (resp. rough paths, resp. branched rough paths) form a post-Lie (resp. Lie, resp. pre-Lie algebra). In this paper, we prove the universal limit theorem for planarly branched rough paths with roughness 14<α13\frac{1}{4}< \alpha \leq \frac{1}{3}, via the method of Banach fixed point theorem.

Keywords

Cite

@article{arxiv.2412.16479,
  title  = {Rough differential equations and planarly branched universal limit theorem},
  author = {Xing Gao and Nannan Li and Dominique Manchon},
  journal= {arXiv preprint arXiv:2412.16479},
  year   = {2025}
}

Comments

41 pages

R2 v1 2026-06-28T20:44:42.874Z