Geometric decomposition of flows generated by rough path differential equations
Abstract
Whenever an It\^o-Wentsel type of formula holds for composition of flows of a certain differential dynamics, there exists locally a decomposition of the corresponding flow according to complementary distributions (or foliations, in the case of integrability of these distributions). Many examples have been proved in distinct context of dynamics: Stratonovich stochastic equations, L\'evy driven noise, low regularity -H\"older control functions (), see e.g. [6], [7], [20], [21]. Here we present the proof of this categorical property: we illustrate with the -H\"older rough path, using the It\^o-Wentsel formula in this context proved in [5]. Different from the previous approaches, here however, instead of using an intrinsic rough path calculus on manifolds, the manifold has to be embedded in an Euclidean space. A cascade decomposition is also shown when we have multiple lower dimensional directions which span the whole space. As application, the linear case is treated in details: the cascade decomposition provides a row factorization of all matrices which allow real logarithm.
Keywords
Cite
@article{arxiv.2212.08866,
title = {Geometric decomposition of flows generated by rough path differential equations},
author = {Pedro Catuogno and Lourival Lima and Paulo Ruffino},
journal= {arXiv preprint arXiv:2212.08866},
year = {2022}
}