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Related papers: Controlled Rough Paths on Manifolds I

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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…

Classical Analysis and ODEs · Mathematics 2022-09-01 Thomas Cass , Bruce K. Driver , Christian Litterer , Emilio Ferrucci

We provide a theory of manifold-valued rough paths of bounded 3 > p-variation, which we do not assume to be geometric. Rough paths are defined in charts, and coordinate-free (but connection-dependent) definitions of the rough integral of…

Classical Analysis and ODEs · Mathematics 2022-09-01 John Armstrong , Damiano Brigo , Thomas Cass , Emilio Ferrucci

We introduce a notion of rough paths on embedded submanifolds and demonstrate that this class of rough paths is natural. On the way we develop a notion of rough integration and an efficient and intrinsic theory of rough differential…

Probability · Mathematics 2017-05-17 Thomas Cass , Bruce K. Driver , Christian Litterer

We embed the rough integration in a larger geometrical/algebraic framework of integrating one-forms against group-valued paths, and reduce the rough integral to an inhomogeneous analogue of the classical Young integral. We define dominated…

Classical Analysis and ODEs · Mathematics 2016-01-05 Terry J. Lyons , Danyu Yang

This paper presents a unified exposition of rough path methods applied to optimal control, robust filtering, and optimal stopping, addressing a notable gap in the existing literature where no single treatment covers all three areas. By…

Mathematical Finance · Quantitative Finance 2025-09-04 Jonathan A. Mavroforas , Anthony H. Dooley

We study controlled differential equations with unbounded drift terms, where the driving paths is $\nu$ - H\"older continuous for $\nu \in (\frac{1}{3},\frac{1}{2})$, so that the rough integral are interpreted in the Gubinelli sense…

Probability · Mathematics 2020-10-19 Luu Hoang Duc

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 formulate indefinite integration with respect to an irregular function as an algebraic problem and provide a criterion for the existence and uniqueness of a solution. This allows us to define a good notion of integral with respect to…

Probability · Mathematics 2007-05-23 Massimiliano Gubinelli

This article focuses on integrating path-planning and control with specializing on the unique needs of robotic unicycles. A unicycle design is presented which is capable of accelerating/breaking and carrying out a variety of maneuvers. The…

Robotics · Computer Science 2025-07-04 Máté B. Vizi , Dénes Tákács , Gábor Stépán , Gábor Orosz

Motivated by recent applications in rough volatility and regularity structures, notably the notion of singular modelled distribution, we study paths, rough paths and related objects with a quantified singularity at zero. In a pure path…

Probability · Mathematics 2024-03-13 Carlo Bellingeri , Peter K. Friz , Máté Gerencsér

We study rough differential equations driven by controlled rough paths in the level-$2$ regime $1/3<\alpha\le 1/2$. Given a reference rough path $\mathbf X=(1,X,\mathbb X)$ and an $\mathbf X$-controlled driver $\mathbf Z=(Z,Z')$, we first…

Probability · Mathematics 2026-05-12 Nannan Li , Xing Gao

We present a unified framework for path-parametric planning and control. This formulation is universal as it standardizes the entire spectrum of path-parametric techniques -- from traditional path following to more recent contouring or…

Robotics · Computer Science 2025-03-04 Jon Arrizabalaga , Zbyněk ŠÍR , Zachary Manchester , Markus Ryll

We continue the approach in Part I \cite{duchong19} to study stationary states of controlled differential equations driven by rough paths, using the framework of random dynamical systems and random attractors. Part II deals with driving…

Probability · Mathematics 2020-07-29 Luu Hoang Duc

We develop a fundamental framework for and extend the theory of rough paths to Lipschitz-gamma manifolds.

Classical Analysis and ODEs · Mathematics 2011-02-07 Thomas Cass , Christian Litterer , Terry Lyons

Rough path analysis can be developed using the concept of controlled paths, and with respect to a topology in which L\'evy's area plays a role. For vectors of irregular paths we investigate the relationship between the property of being…

Probability · Mathematics 2017-04-26 Peter Imkeller , David J. Prömel

A theory of graded manifolds can be viewed as a generalization of differential geometry of smooth manifolds. It allows one to work with functions which locally depend not only on ordinary real variables, but also on $\mathbb{Z}$-graded…

Differential Geometry · Mathematics 2023-03-14 Jan Vysoky

In line with the notion of probabilistic rough paths introduced in the previous contribution \cite{salkeld2021Probabilistic}, we address corresponding random controlled rough paths (first introduced in \cite{2019arXiv180205882.2B}), the…

Probability · Mathematics 2022-03-03 François Delarue , William Salkeld

We use the methods of geometric control theory to study extremal trajectories of vertical rolling disk. We focus on the role of symmetries of the underlying geometric structures. We demonstrate the computations in the CAS Maple package…

Differential Geometry · Mathematics 2019-08-12 Jaroslav Hrdina , Ales Navrat , Lenka Zalabova

When the one-form is $Lip\left(\gamma-1\right) $ with $\gamma >p\geq 1$, we construct the integral of a branched $p$-rough path, which defines another branched $p$-rough path. We derive a quantitative bound for this integral and prove that…

Probability · Mathematics 2026-01-13 Xinru Liu , Danyu Yang

A geometric setup for control theory is presented. The argument is developed through the study of the extremals of action functionals defined on piecewise differentiable curves, in the presence of differentiable non-holonomic constraints.…

Optimization and Control · Mathematics 2015-05-18 Enrico Massa , Danilo Bruno , Enrico Pagani
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