The geometry of controlled rough paths

Loading...
Thumbnail Image
Date
2022
Volume
2926
Issue
Journal
Series Titel
WIAS Preprints
Book Title
Publisher
Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik
Abstract

We prove that the spaces of controlled (branched) rough paths of arbitrary order form a continuous field of Banach spaces. This structure has many similarities to an (infinite-dimensional) vector bundle and allows to define a topology on the total space, the collection of all controlled path spaces, which turns out to be Polish in the geometric case. The construction is intrinsic and based on a new approximation result for controlled rough paths. This framework turns well-known maps such as the rough integration map and the Itô-Lyons map into continuous (structure preserving) mappings. Moreover, it is compatible with previous constructions of interest in the stability theory for rough integration.

Description
Keywords
Continuous fields of Banach spaces,, rough paths, controlled rough paths
Citation
Varzaneh, M. G., Riedel, S., Schmeding, A., & Tapia, N. (2022). The geometry of controlled rough paths (Vol. 2926). Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik. https://doi.org//10.20347/WIAS.PREPRINT.2926
License
This document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties.
Dieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden.