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相关论文: A new definition of rough paths on manifolds

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We develop a fundamental framework for and extend the theory of rough paths to Lipschitz-gamma manifolds.

经典分析与常微分方程 · 数学 2011-02-07 Thomas Cass , Christian Litterer , Terry Lyons

We introduce the space of rough paths with Sobolev regularity and the corresponding concept of controlled Sobolev paths. Based on these notions, we study rough path integration and rough differential equations. As main result, we prove that…

概率论 · 数学 2021-04-23 Chong Liu , David J. Prömel , Josef Teichmann

This paper establishes the existence and uniqueness of solutions for rough differential equations driven by reduced rough paths with low regularity, specifically in the roughness regime $\frac{1}{3} < \alpha \leq \frac{1}{2}$. While the…

概率论 · 数学 2025-12-02 Nannan Li , Xing Gao

This paper regroups some of the basic properties of Lipschitz maps and their flows. Many of the results presented here are classical in the case of smooth maps. We prove them here in the Lipschitz case for a better understanding of the…

经典分析与常微分方程 · 数学 2019-01-23 Youness Boutaib

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…

概率论 · 数学 2017-05-17 Thomas Cass , Bruce K. Driver , Christian Litterer

We introduce a notion of p-rough integrator on any Banach manifolds, for any $p\geq 1$, which plays the role of weak geometric Holder p-rough paths in the usual Banach space setting. The awaited results on rough differential equations…

经典分析与常微分方程 · 数学 2014-07-23 Ismael Bailleul

Similar to ordinary differential equations, rough paths and rough differential equations can be formulated in a Banach space setting. For $\alpha\in (1/3,1/2)$, we give criteria for when we can approximate Banach space-valued weakly…

概率论 · 数学 2023-03-09 Erlend Grong , Torstein Nilssen , Alexander Schmeding

In this paper, we build the foundation for a theory of controlled rough paths on manifolds. A number of natural candidates for the definition of manifold valued controlled rough paths are developed and shown to be equivalent. The theory of…

经典分析与常微分方程 · 数学 2015-06-23 Bruce K. Driver , Jeremy S. Semko

We introduce a differential structure for the space of weakly geometric p rough paths over a Banach space V for 2<p<3. We begin by considering a certain natural family of smooth rough paths and differentiating in the truncated tensor…

概率论 · 数学 2011-03-01 Zhongmin Qian , Jan Tudor

We introduce the class of "smooth rough paths" and study their main properties. Working in a smooth setting allows us to discard sewing arguments and focus on algebraic and geometric aspects. Specifically, a Maurer-Cartan perspective is the…

概率论 · 数学 2024-03-18 Carlo Bellingeri , Peter K. Friz , Sylvie Paycha , Rosa Preiß

The theory of rough paths arose from a desire to establish continuity properties of ordinary differential equations involving terms of low regularity. While essentially an analytic theory, its main motivation and applications are in…

经典分析与常微分方程 · 数学 2025-01-28 Ilya Chevyrev

It is known, since the seminal work [T. Lyons, Differential equations driven by rough signals, Rev. Mat. Iberoamericana, 14 (1998)], that the solution map associated to a controlled differential equation is locally Lipschitz continuous in…

概率论 · 数学 2018-11-14 Peter K. Friz , David J. Prömel

A branched rough path $X$ consists of a rough integral calculus for $X \colon [0, T] \to \mathbb R^d$ which may fail to satisfy integration by parts. Using Kelly's bracket extension [Kel12], we define a notion of pushforward of branched…

经典分析与常微分方程 · 数学 2023-11-29 Emilio Ferrucci

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…

经典分析与常微分方程 · 数学 2020-12-08 Charles Curry , Kurusch Ebrahimi-Fard , Dominique Manchon , Hans Z. Munthe-Kaas

We provide a draft of a theory of geometric integration of rough differential forms which are generalizations of classical (smooth) differential forms to similar objects with very low regularity, for instance, involving H\"older continuous…

微分几何 · 数学 2020-01-20 Eugene Stepanov , Dario Trevisan

We provide an account for the existence and uniqueness of solutions to rough differential equations under the framework of controlled rough paths. The case when the driving path is $\beta$-H\"older continuous, for $\beta>1/3$, is widely…

经典分析与常微分方程 · 数学 2020-09-29 Horatio Boedihardjo , Xi Geng

Using truncated variation techniques we obtain an improved version of the Loeve-Young inequality for the Riemann-Stieltjes integrals driven by rough paths. This allowed us to strenghten some result on the existence of solutions of integral…

泛函分析 · 数学 2014-09-16 Rafał M. Łochowski

We give an overview of the recent approach to the integration of rough paths that reduces the problem to classical Young integration. As an application, we extend an argument of Schwartz to rough differential equations, and prove the…

经典分析与常微分方程 · 数学 2015-06-15 Terry Lyons , Danyu Yang

We provide a theory of manifold-valued rough paths of bounded 3 > p-variation, which we do not assume to be geometric. Rough paths are defined in charts, and coordinate-free (but connection-dependent) definitions of the rough integral of…

经典分析与常微分方程 · 数学 2022-09-01 John Armstrong , Damiano Brigo , Thomas Cass , Emilio Ferrucci

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.…

经典分析与常微分方程 · 数学 2014-10-07 Lajos Gergely Gyurkó
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