Related papers: Non-Geometric Rough Paths on Manifolds

We consider rough differential equations whose coefficients contain path-dependent bounded variation terms and prove the existence and a priori estimate of solutions. These equations include classical path-dependent SDEs containing running…

This note addresses the construction of a notion of parallel transport along superpaths arising from the concept of a superconnection on a vector bundle over a manifold $M$. A superpath in $M$ is, loosely speaking, a path in $M$ together…

Multi-dimensional continuous local martingales, enhanced with their stochastic area process, give rise to geometric rough paths with a.s. finite homogenous p-variation, p>2. Here we go one step further and establish quantitative bounds of…

This paper develops the tools of formal algebraic geometry in the setting of noncommutative manifolds, roughly ringed spaces locally modeled on the free associative algebra. We define a notion of noncommutative coordinate system, which is a…

Random geometric graphs (RGG) can be formalized as hidden-variables models where the hidden variables are the coordinates of the nodes. Here we develop a general approach to extract the typical configurations of a generic hidden-variables…

The signature of a $p$-weakly geometric rough path summarises a path up to a generalised notion of reparameterisation. The quotient space of equivalence classes on which the signature is constant yields unparameterised path space. The study…

Calculus via regularizations and rough paths are two methods to approach stochastic integration and calculus close to pathwise calculus. The origin of rough paths theory is purely deterministic, calculus via regularization is based on…

We construct a pathwise integration theory, associated with a change of variable formula, for smooth functionals of continuous paths with arbitrary regularity defined in terms of the notion of $p$-th variation along a sequence of time…

In this work, we solve the problem of finding non-intersecting paths between points on a plane with a new approach by borrowing ideas from geometric topology, in particular, from the study of polygonal schema in mathematics. We use a…

Using a combination of recurrent neural networks and signature methods from the rough paths theory we design efficient algorithms for solving parametric families of path dependent partial differential equations (PPDEs) that arise in pricing…

We work with non-planar rooted trees which have a label set given by an arbitrary vector space $V$. By equipping $V$ with a complete locally convex topology, we show how a natural topology is induced on the tree algebra over $V$. In this…

For a manifold M we define a structure on the group action of Diff(M) on the smooth functions on M which reduces to the usual differential geometry upon differentiation at zero along the one-parameter groups of Diff(M). This ``integrated…

The configuration space of a non-linear sigma model is the space of maps from one manifold to another. This paper reviews the authors' work on non-linear sigma models with target a homogeneous space. It begins with a description of the…

The current paper is devoted to the study of integral curves of constant type in parabolic homogeneous spaces. We construct a canonical moving frame bundle for such curves and give the criterium when it turns out to be a Cartan connection.…

In this paper, we study a multidimensional backward stochastic differential equation (BSDE) with an additional rough drift (rough BSDE), and give the existence and uniqueness of the adapted solution, either when the terminal value and the…

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…

Motivated by some questions in the path integral approach to (topological) gauge theories, we are led to address the following question: given a smooth map from a manifold $M$ to a compact group $G$, is it possible to smoothly `diagonalize'…

We use simple sub-Riemannian techniques to prove that an arbitrary geometric p-rough path in the sense of Lyons (98) is the limit in sup-norm of a sequence of canonically lifted smooth paths, which are uniformly bounded in p-variation,…

We call a manifold with torsion and nonmetricity the metric-affine manifold. The nonmetricity leads to a difference between the auto parallel line and the extreme line, and to a change in the expression of the Frenet transport and moving…

We discuss regular and weak solutions to rough partial differential equations (RPDEs), thereby providing a (rough path-)wise view on important classes of SPDEs. In contrast to many previous works on RPDEs, our definition gives honest…