English

Tree algebras over topological vector spaces in rough path theory

Probability 2017-10-18 v2

Abstract

We work with non-planar rooted trees which have a label set given by an arbitrary vector space VV. By equipping VV with a complete locally convex topology, we show how a natural topology is induced on the tree algebra over VV. In this context, we introduce the Grossman-Larson and Connes-Kreimer topological Hopf algebras over VV, 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

R2 v1 2026-06-22T13:40:22.400Z