Tree algebras over topological vector spaces in rough path theory
Abstract
We work with non-planar rooted trees which have a label set given by an arbitrary vector space . By equipping with a complete locally convex topology, we show how a natural topology is induced on the tree algebra over . In this context, we introduce the Grossman-Larson and Connes-Kreimer topological Hopf algebras over , and prove that they form a dual pair in a certain sense. As an application we define the class of branched rough paths over a general Banach space, and propose a new definition of a solution to a rough differential equation (RDE) driven by one of these branched rough paths. We show equivalence of our definition with a Davie-Friz-Victoir-type definition, a version of which is widely used for RDEs with geometric drivers, and we comment on applications to RDEs with manifold-valued solutions.
Keywords
Cite
@article{arxiv.1604.07352,
title = {Tree algebras over topological vector spaces in rough path theory},
author = {Thomas Cass and Martin P. Weidner},
journal= {arXiv preprint arXiv:1604.07352},
year = {2017}
}
Comments
This version has been completely rewritten and it consists of the first half of the previous version, which has been substantially extended and generalised. 24 pages