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 cotangent bundle-valued controlled paths, and of RDEs driven by a rough path valued in another manifold, are given. When the path is the realisation of semimartingale we recover the theory of Itô integration and SDEs on manifolds [É89]. We proceed to present the extrinsic counterparts to our local formulae, and show how these extend the work in [CDL15] to the setting of non-geometric rough paths and controlled integrands more general than 1-forms. In the last section we turn to parallel transport and Cartan development: the lack of geometricity leads us to make the choice of a connection on the tangent bundle of the manifold TM, which figures in an Itô correction term in the parallelism RDE; such connection, which is not needed in the geometric/Stratonovich setting, is required to satisfy properties which guarantee well-definedness, linearity, and optionally isometricity of parallel transport. We conclude by providing numerous examples, some accompanied by numerical simulations, which explore the additional subtleties introduced by our change in perspective.
Smooth manifolds are not the suitable context for trying to generalize the concept of rough paths on a manifold. Indeed, when one is working with smooth maps instead of Lipschitz maps and trying to solve a rough differential equation, one loses the quantitative estimates controlling the convergence of the Picard sequence. Moreover, even with a definition of rough paths in smooth manifolds, ordinary and rough differential equations can only be solved locally in such case. In this paper, we first recall the foundations of the Lipschitz geometry, introduced in "Rough Paths on Manifolds" (Cass, T.…
By using an explicit ordinary differential equation to approximate the exponential solution flow, we extend the universal limit theorem to rough differential equation in Banach space driven by weak geometric rough path, and give the quantitative dependence of solution in term of the initial value, vector field and driving rough path.
We show how to use geometric arguments to prove that the terminal solution to a rough differential equation driven by a geometric rough path can be obtained by driving the same equation by a piecewise linear path. For this purpose, we combine some results of the seminal work of Sussmann on orbits of vector fields with the rough calculus on manifolds developed by Cass, Litterer and Lyons.
We build a connection between rough path theory and noncommutative algebra, and interpret the integration of geometric rough paths as an example of a non-abelian Young integration. We identify a class of slowly-varying one-forms, and prove that the class is stable under basic operations. In particular rough path theory is extended to allow a natural class of time varying integrands.
We develop the structure theory for transformations of weakly geometric rough paths of bounded $1 < p$-variation and their controlled paths. Our approach differs from existing approaches as it does not rely on smooth approximations. We derive an explicit combinatorial expression for the rough path lift of a controlled path, and use it to obtain fundamental identities such as the associativity of the rough integral, the adjunction between pushforwards and pullbacks, and a change of variables formula for rough differential equations (RDEs). As applications we define rough paths, rough integratio…
1.When equipped with 2-rough norm and restricted to continuous paths with bounded variation, the area operator is a closable unbounded operator. 2.The area defined through Riemann-Stieltjes integral is the only possible candidate to enhance a path with vanishing 2-variation into a geometric 2-rough path. 3.Young integral is extended to p^-1+q^-1=1 by assigning a finer scale continuity.
This paper revisits the concept of rough paths of inhomogeneous degree of smoothness (geometric Π-rough paths in our terminology) sketched by Lyons ("Differential equations driven by rough signals", Revista Mathematica Iber. Vol 14, Nr. 2,215-310, 1998). Although geometric Π-rough paths can be treated as p-rough paths for a sufficiently large p and the theory of integration of Lip-γone-forms (γ>p-1) along geometric p-rough paths applies, we prove the existence of integrals of one-forms under weaker conditions. Moreover, we consider differential equations driven by geometric Π-rough paths and g…
In this paper, we prove that the partial sum process of general orthogonal series is a geometric 2-rough process under the same condition as in Menshov-Rademacher Theorem. For Fourier series, the condition can be improved, and an equivalent condition on the limit function is identified.
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 driven by such objects are proved, and a canonical representation is given if the manifold is equipped with a connection.
In this article we consider rough differential equations (RDEs) driven by non-geometric rough paths, using the concept of branched rough paths introduced in Gubinelli (2004). We first show that branched rough paths can equivalently be defined as $γ$-Hölder continuous paths in some Lie group, akin to geometric rough paths. We then show that every branched rough path can be encoded in a geometric rough path. More precisely, for every branched rough path $\mathbf{X}$ lying above a path $X$, there exists a geometric rough path $\bar{\mathbf{X}}$ lying above an extended path $\bar X$, such that $\b…
In this complementary note to [1] (arXiv:1501.05641), we provide an alternative proof for the factorial decay estimate of iterated integrals for geometric rough paths without using the neoclassical inequality. This note intends to aid the readers on the proof in [1] which works also for branched rough paths. Just as in [1], the proof here is an extension of Lyons 94' [4] from Young's integration to geometric rough paths.
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 controlled rough one-forms along such a controlled path and their resulting integrals are then defined. This general integration theory does require the introduction of an additional geometric structure on the manifold which we refer to as a "parallelism." The transformation properties of the theory under change of parallelisms is explored. Using these trans…
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 develo…
We give in this note a simple treatment of the non-explosion problem for rough differential equations driven by unbounded vector fields and weak geometric rough paths of arbitrary roughness.
We exhibit an explicit natural isomorphism between spaces of branched and geometric rough paths. This provides a multi-level generalisation of the isomorphism of Lejay-Victoir (2006) as well as a canonical version of the Itô-Stratonovich correction formula of Hairer-Kelly (2015). Our construction is elementary and uses the property that the Grossman-Larson algebra is isomorphic to a tensor algebra. We apply this isomorphism to study signatures of branched rough paths. Namely, we show that the signature of a branched rough path is trivial if and only if the path is tree-like, and construct a no…
We embed the rough integration in a larger geometrical/algebraic framework of integrating one-forms against group-valued paths, and reduce the rough integral to an inhomogeneous analogue of the classical Young integral. We define dominated paths as integrals of one-forms, and demonstrate that they are stable under basic operations.
The stack of iterated integrals of a path is embedded in a larger algebraic structure where iterated integrals are indexed by decorated rooted trees and where an extended Chen's multiplicative property involves the Dürr-Connes-Kreimer coproduct on rooted trees. This turns out to be the natural setting for a non-geometric theory of rough paths.
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 Hölder continuous functions that may be nowhere differentiable. Borrowing ideas from the theory of rough paths, we show that such a geometric integration can be constructed substituting appropriately differentials with more general asymptotic expansions. This can be seen as the basis of geometric integration similar to that used in geometric measure theory, but without any unde…
In this paper we consider rough differential equations on a smooth manifold $\left( M\right) .$ The main result of this paper gives sufficient conditions on the driving vector-fields so that the rough ODE's have global (in time) solutions. The sufficient conditions involve the existence of a complete Riemannian metric $\left( g\right) $ on $M$ such that the covariant derivatives of the driving fields and their commutators to a certain order (depending on the roughness of the driving path) are bounded. Many of the results of this paper are generalizations to manifolds of the fundamental results…
We extend the recently developed rough path theory for Volterra equations from (Harang and Tindel, 2019) to the case of more rough noise and/or more singular Volterra kernels. It was already observed in (Harang and Tindel, 2019) that the Volterra rough path introduced there did not satisfy any geometric relation, similar to that observed in classical rough path theory. Thus, an extension of the theory to more irregular driving signals requires a deeper understanding of the specific algebraic structure arising in the Volterra rough path. Inspired by the elements of "non-geometric rough paths" d…
We prove some results, which are used in arXiv:1406.7871, about weakly geometric rough paths that are well-known in finite dimensions, but need proof in the infinite dimensional setting.
We show in this note how the machinery of C^1-approximate flows devised in the work "Flows driven by rough paths", and applied there to reprove and extend most of the results on Banach space-valued rough differential equations driven by a finite dimensional rough path, can be used to deal with rough differential equations driven by an infinite dimensional Banach space-valued weak geometric Holder p-rough paths, for any p>2, giving back Lyons' theory in its full force in a simple way.
