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By using an explicit ordinary differential equation to approximate the exponential solution flow, we extend the universal limit theorem to rough differential equation in Banach space driven by weak geometric rough path, and give the…

Classical Analysis and ODEs · Mathematics 2014-02-13 Terry J. Lyons , Danyu Yang

We devise in this work a simple mechanism for constructing flows on a Banach space from approximate flows, and show how it can be used in a simple way to reprove from scratch and extend the main existence and well-posedness results for…

Probability · Mathematics 2013-09-26 Ismael Bailleul

Similar to ordinary differential equations, rough paths and rough differential equations can be formulated in a Banach space setting. For $\alpha\in (1/3,1/2)$, we give criteria for when we can approximate Banach space-valued weakly…

Probability · Mathematics 2023-03-09 Erlend Grong , Torstein Nilssen , Alexander Schmeding

This paper establishes the existence and uniqueness of solutions for rough differential equations driven by reduced rough paths with low regularity, specifically in the roughness regime $\frac{1}{3} < \alpha \leq \frac{1}{2}$. While the…

Probability · Mathematics 2025-12-02 Nannan Li , Xing Gao

Smooth manifolds are not the suitable context for trying to generalize the concept of rough paths on a manifold. Indeed, when one is working with smooth maps instead of Lipschitz maps and trying to solve a rough differential equation, one…

Classical Analysis and ODEs · Mathematics 2019-11-13 Youness Boutaib , Terry Lyons

We define new differential structures on the Wasserstein spaces $\mathcal{W}_p(M)$ for $p > 2$ and a general Riemannian manifold $(M,g)$. We consider a very general and possibly degenerate second order partial differential flow equation…

Analysis of PDEs · Mathematics 2026-03-17 Arthur Schichl

We construct an explicit transitive free action of a Banach space of H\"older functions on the space of branched rough paths, which yields in particular a bijection between theses two spaces. This endows the space of branched rough paths…

Probability · Mathematics 2020-03-20 Nikolas Tapia , Lorenzo Zambotti

We show in this work how the machinery of C^1-approximate flows introduced in our previous work "Flows driven by rough paths", provides a very efficient tool for proving well-posedness results for path-dependent rough differential equations…

Probability · Mathematics 2013-09-06 Ismael Bailleul

A notion of differentiability is being proposed for maps between Wasserstein spaces of order 2 of smooth, connected and complete Riemannian manifolds. Due to the nature of the tangent space construction on Wasserstein spaces, we only give a…

Metric Geometry · Mathematics 2020-10-06 Bernadette Lessel , Thomas Schick

We show in this note how the machinery of C^1-approximate flows devised in the work "Flows driven by rough paths", and applied there to reprove and extend most of the results on Banach space-valued rough differential equations driven by a…

Probability · Mathematics 2013-09-25 Ismael Bailleul

We introduce a new framework to deal with rough differential equations based on flows and their approximations. Our main result is to prove that measurable flows exist under weak conditions, even solutions to the corresponding rough…

Probability · Mathematics 2019-05-17 Antoine Brault , Antoine Lejay

It is known that a Lipschitz continuous map from the Euclidean domain to a metric space is metrically differentiable almost everywhere. When the metric space is a Banach space dual to separable, the metric differential has its linear…

Functional Analysis · Mathematics 2025-11-05 Nikita Evseev

We build a tangent structure on the category of divided power algebras using a particular notion of semidirect product. We show that this tangent structure admits an adjoint tangent structure, which involves a version of K\"ahler…

Category Theory · Mathematics 2025-08-25 Sacha Ikonicoff

We introduce a notion of p-rough integrator on any Banach manifolds, for any $p\geq 1$, which plays the role of weak geometric Holder p-rough paths in the usual Banach space setting. The awaited results on rough differential equations…

Classical Analysis and ODEs · Mathematics 2014-07-23 Ismael Bailleul

In this paper, we study reflected differential equations driven by continuous paths with finite $p$-variation ($1\le p<2$) and $p$-rough paths ($2\le p<3$) on domains in Euclidean spaces whose boundaries may not be smooth. We define…

Probability · Mathematics 2015-04-24 Shigeki Aida

This paper describes how to define and work with differential equations in the abstract setting of tangent categories. The key notion is that of a curve object which is, for differential geometry, the structural analogue of a natural number…

Category Theory · Mathematics 2021-02-10 J. R. B. Cockett , G. S. H. Cruttwell , J. -S. P. Lemay

We study a class of linear first and second order partial differential equations driven by weak geometric $p$-rough paths, and prove the existence of a unique solution for these equations. This solution depends continuously on the driving…

Analysis of PDEs · Mathematics 2008-03-24 Michael Caruana , Peter Friz

The theory of rough paths arose from a desire to establish continuity properties of ordinary differential equations involving terms of low regularity. While essentially an analytic theory, its main motivation and applications are in…

Classical Analysis and ODEs · Mathematics 2025-01-28 Ilya Chevyrev

An L2 theory of differential forms is proposed for the Banach manifold of continuous paths on Riemannian manifolds M furnished with its Brownian motion measure. Differentiation must be restricted to certain Hilbert space directions, the…

Probability · Mathematics 2016-05-09 K. D. Elworthy , Xue-Mei Li

Whenever an It\^o-Wentsel type of formula holds for composition of flows of a certain differential dynamics, there exists locally a decomposition of the corresponding flow according to complementary distributions (or foliations, in the case…

Probability · Mathematics 2022-12-20 Pedro Catuogno , Lourival Lima , Paulo Ruffino
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