English

Geometric decomposition of flows generated by rough path differential equations

Probability 2022-12-20 v1

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 α\alpha-H\"older control functions (α(1/2,1] \alpha\in (1/2,1]), see e.g. [6], [7], [20], [21]. Here we present the proof of this categorical property: we illustrate with the α\alpha-H\"older rough path, α(1/3,1/2]\alpha \in (1/3, 1/2] 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}
}
R2 v1 2026-06-28T07:40:10.819Z