Related papers: Non-Geometric Rough Paths on Manifolds
We present two different approaches to stochastic integration in frictionless model free financial mathematics. The first one is in the spirit of It\^o's integral and based on a certain topology which is induced by the outer measure…
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…
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…
Solutions to linear controlled differential equations can be expressed in terms of iterated path integrals of the driving path. This collection of iterated integrals encodes essentially all information about the driving path. While upper…
Contact path geometries are curved geometric structures on a contact manifold comprising smooth families of paths modeled on the family of all isotropic lines in the projectivization of a symplectic vector space. Locally such a structure is…
The cvariant path integral quantization of the theory of the scalar and spinor particles interacting through the abelian and non-Abelian Chern-Simons gauge fields is carried out and is shown to be mathematically ill defined due to the…
Using rough path theory, we provide a pathwise foundation for stochastic It\^o integration, which covers most commonly applied trading strategies and mathematical models of financial markets, including those under Knightian uncertainty. To…
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…
A bounded curvature path is a continuously differentiable piecewise $C^2$ path with a bounded absolute curvature that connects two points in the tangent bundle of a surface. In this work, we analyze the homotopy classes of bounded curvature…
We discuss a recent approach to quantum field theoretical path integration on noncommutative geometries which imply UV/IR regularising finite minimal uncertainties in positions and/or momenta. One class of such noncommutative geometries…
In this article, we show how the theory of rough paths can be used to provide a notion of solution to a class of nonlinear stochastic PDEs of Burgers type that exhibit too high spatial roughness for classical analytical methods to apply. In…
We formulate path integrals on any Riemannian manifold which admits the action of a compact Lie group by isometric transformations. We consider a path integral on a Riemannian manifold M on which a Lie group G acts isometrically. Then we…
This paper revisits the concept of rough paths of inhomogeneous degree of smoothness (geometric \Pi-rough paths in our terminology) sketched by Lyons ("Differential equations driven by rough signals", Revista Mathematica Iber. Vol 14, Nr.…
The central aim of this work is to understand rough differential equations on homogeneous spaces. We focus on the formal approach, by giving an explicit expansion of the solution at each point of the real line in terms of decorated planar…
In the context of two illustrative examples from supersymmetric quantum mechanics we show that the semi-classical analysis of the path integral requires complexification of the configuration space and action, and the inclusion of complex…
We reduce CR-structures on smooth elliptic and hyperbolic manifolds of CR-codimension 2 to parallelisms thus solving the problem of global equivalence for such manifolds. The parallelism that we construct is defined on a sequence of two…
This paper analyses non-regular $|2|$-graded geometries, and show that they share many of the properties of regular geometries -- the existence of a unique normal Cartan connection encoding the structure, the harmonic curvature as…
We provide a draft of a theory of geometric integration of rough differential forms which are generalizations of classical (smooth) differential forms to similar objects with very low regularity, for instance, involving H\"older continuous…
We define a range of new coarse geometric invariants based on various graph-theoretic measures of complexity for finite graphs, including: treewidth, pathwidth, cutwidth and bandwidth. We prove that, for bounded degree graphs, these…
We introduce the class of "smooth rough paths" and study their main properties. Working in a smooth setting allows us to discard sewing arguments and focus on algebraic and geometric aspects. Specifically, a Maurer-Cartan perspective is the…