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arXiv 1402.4529math.PRmath.CA
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约束粗糙路径

Constrained Rough Paths

Thomas Cass, Bruce K. Driver, Christian Litterer

摘要:

我们在嵌入子流形上引入了粗糙路的概念,并证明了这类粗糙路是自然的。在这个过程中,我们发展了粗糙积分的概念和流形上的粗糙微分方程(RDES)的有效和内在的理论。然后利用RDE理论构造了沿流形粗糙路径的平行移动。最后,利用该框架证明了d维流形上的粗糙路与d维欧几里得空间上的粗糙路之间存在一一对应的关系.这最后一个结果是一个粗糙的路径模拟嘉当的发展地图和随机版本,这是由鳗鱼和Elworthy和Malliavin。

英文摘要:

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 equations (RDEs) on manifolds. The theory of RDEs is then used to construct parallel translation along manifold valued rough paths. Finally, this framework is used to show there is a one to one correspondence between rough paths on a d-dimensional manifold and rough paths on d-dimensional Euclidean space. This last result is a rough path analogue of Cartan's development map and its stochastic version which was developed by Eeels and Elworthy and Malliavin.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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