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In this work, we propose a systematic derivation of normal forms for dispersive equations using decorated trees introduced in arXiv:2005.01649. The key tool is the arborification map which is a morphism from the Butcher-Connes-Kreimer Hopf…

Analysis of PDEs · Mathematics 2024-10-15 Yvain Bruned

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 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

The stack of iterated integrals of a path is embedded in a larger algebraic structure where iterated integrals are indexed by decorated rooted trees and where an extended Chen's multiplicative property involves the D\"urr-Connes-Kreimer…

Classical Analysis and ODEs · Mathematics 2007-05-23 M. Gubinelli

We generalize Bruned et.al.'s notion of translation in geometric and branched rough paths to a notion of translation in rough paths over any combinatorial Hopf algebra. We show that this notion of translation is equivalent to two bialgebras…

Combinatorics · Mathematics 2022-08-26 Ludwig Rahm

We establish the existence of solutions to path-dependent rough differential equations with non-anticipative coefficients. Regularity assumptions on the coefficients are formulated in terms of horizontal and vertical derivatives.

Probability · Mathematics 2020-01-30 Anna Ananova

We exhibit an explicit natural isomorphism between spaces of branched and geometric rough paths. This provides a multi-level generalisation of the isomorphism of Lejay-Victoir (2006) as well as a canonical version of the It\^o-Stratonovich…

Probability · Mathematics 2019-05-16 Horatio Boedihardjo , Ilya Chevyrev

Motivated by the recent advances in the theory of stochastic partial differential equations involving nonlinear functions of distributions, like the Kardar-Parisi-Zhang (KPZ) equation, we reconsider the unique solvability of one-dimensional…

Probability · Mathematics 2015-03-09 François Delarue , Roland Diel

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

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

We set up controlled rough paths for a class of combinatorial Hopf algebras, encompassing shuffle, Butcher-Connes-Kreimer and Munthe-Kaas--Wright Hopf algebras. The class of controls we consider encompasses both H\"older continuous paths…

Probability · Mathematics 2025-09-30 Zhicheng Zhu , Xing Gao , Nannan Li , Dominique Manchon

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

Using some basic notions from the theory of Hopf algebras and quasi-shuffle algebras, we introduce rigorously a new family of rough paths: the quasi-geometric rough paths. We discuss their main properties. In particular, we will relate them…

Probability · Mathematics 2024-03-13 Carlo Bellingeri

The purpose of this article is to solve rough differential equations with the theory of regularity structures. These new tools recently developed by Martin Hairer for solving semi-linear partial differential stochastic equations were…

Probability · Mathematics 2019-10-15 Antoine Brault

Based on an isomorphism between Grossman Larson Hopf algebra and Tensor Hopf algebra, we apply a sub-Riemannian geometry technique to branched rough differential equations and obtain the explicit Lipschitz continuity of the solution with…

Probability · Mathematics 2024-08-08 Jing Zou , Danyu Yang

The Connes-Kreimer Hopf algebra of rooted trees, its dual, and the Foissy Hopf algebra of of planar rooted trees are related to each other and to the well-known Hopf algebras of symmetric and quasi-symmetric functions via a pair of…

Quantum Algebra · Mathematics 2009-11-09 Michael E. Hoffman

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

We endow the space of rooted planar trees with an structure of Hopf algebra. We prove that variations of such a structure lead to Hopf algebras on the spaces of labelled trees, $n$--trees, increasing planar trees and sorted trees. These…

Representation Theory · Mathematics 2023-12-07 Diego Arcis , Sebastián Márquez

We develop the algebraic theory of rough path translation. Particular attention is given to the case of branched rough paths, whose underlying algebraic structure (Connes-Kreimer, Grossman-Larson) makes it a useful model case of a…

Probability · Mathematics 2019-10-07 Yvain Bruned , Ilya Chevyrev , Peter K. Friz , Rosa Preiss

The It\^o formula, originated by K. It\^o, is focus on the stochastic calculus, where many stochastic processes can be placed under the framework of rough paths. In rough path theory, It\^o formulas have been proved for rough paths with…

Probability · Mathematics 2025-03-05 Nannan Li , Xing Gao