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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,…

Functional Analysis · Mathematics 2007-05-23 Peter Friz , Nicolas Victoir

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

Lyon's rough paths give an algebraic and analytic framework for Stieltjes integrals in a regime of low regularity where the usual Riemann-Stieltjes integral does not converge. Before we may rigorously define rough paths, we start with the…

Rings and Algebras · Mathematics 2021-12-10 Rosa Preiß

The Hairer-Kelly map has been introduced for establishing a correspondence between geometric and non-geometric rough paths. Recently, a new renormalisation on rough paths has been proposed in (arxiv 1810.12179), built on this map and the…

Probability · Mathematics 2023-10-24 Yvain Bruned

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

Parallel transport, or path development, provides a rich characterization of paths which preserves the underlying algebraic structure of concatenation. The path signature is universal among such maps: any (translation-invariant) parallel…

Functional Analysis · Mathematics 2024-08-02 Darrick Lee

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…

Classical Analysis and ODEs · Mathematics 2020-12-08 Charles Curry , Kurusch Ebrahimi-Fard , Dominique Manchon , Hans Z. Munthe-Kaas

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

In this paper, we show how one can view certain models in regularity structures as some form of geometric rough paths. This is performed by identifying the deformed Butcher-Connes-Kreimer Hopf algebra with a quotient of the shuffle Hopf…

Probability · Mathematics 2024-07-12 Yvain Bruned , Foivos Katsetsiadis

We introduce non-smooth symplectic forms on manifolds and describe corresponding Poisson structures on the algebra of Colombeau generalized functions. This is achieved by establishing an extension of the classical map of smooth functions to…

Differential Geometry · Mathematics 2016-09-15 Guenther Hoermann , Sanja Konjik , Michael Kunzinger

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

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.…

Classical Analysis and ODEs · Mathematics 2014-10-07 Lajos Gergely Gyurkó

We build a connection between rough path theory and noncommutative algebra, and interpret the integration of geometric rough paths as an example of a non-abelian Young integration. We identify a class of slowly-varying one-forms, and prove…

Classical Analysis and ODEs · Mathematics 2021-10-01 Danyu Yang

This article mainly aims to overview the recent efforts on developing algebraic geometry for an arbitrary compact almost complex manifold. We review the results obtained by the guiding philosophy that a statement for smooth maps between…

Differential Geometry · Mathematics 2020-10-09 Weiyi Zhang

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

Smooth parametrization consists in a subdivision of the mathematical objects under consideration into simple pieces, and then parametric representation of each piece, while keeping control of high order derivatives. The main goal of the…

Computational Geometry · Computer Science 2014-07-14 Y. Yomdin

These lecture notes present a computation driven pathway from classical complex analysis to the theory of compact Riemann surfaces and their connections to algebraic geometry. The exposition follows a compute first then abstract philosophy,…

The non-linear sewing lemma constructs flows of rough differential equations from a braod class of approximations called almost flows. We consider a class of almost flows that could be approximated by solutions of ordinary differential…

Classical Analysis and ODEs · Mathematics 2021-12-17 Antoine Lejay

This is a review paper on recent work about the connections between rough path theory, the Connes-Kreimer Hopf algebra on rooted trees and the analysis of finite and infinite dimensional differential equation. We try to explain and motivate…

Classical Analysis and ODEs · Mathematics 2008-09-11 M. Gubinelli

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
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