The geometry of controlled rough paths

dc.bibliographicCitation.seriesTitleWIAS Preprintseng
dc.bibliographicCitation.volume2926
dc.contributor.authorVarzaneh, Mazyar Ghani
dc.contributor.authorRiedel, Sebastian
dc.contributor.authorSchmeding, Alexander
dc.contributor.authorTapia, Nikolas
dc.date.accessioned2022-07-08T13:04:39Z
dc.date.available2022-07-08T13:04:39Z
dc.date.issued2022
dc.description.abstractWe 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.eng
dc.description.versionpublishedVersioneng
dc.identifier.urihttps://oa.tib.eu/renate/handle/123456789/9684
dc.identifier.urihttps://doi.org/10.34657/8722
dc.language.isoeng
dc.publisherBerlin : Weierstraß-Institut für Angewandte Analysis und Stochastik
dc.relation.doihttps://doi.org/10.20347/WIAS.PREPRINT.2926
dc.relation.issn2198-5855
dc.rights.licenseThis 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.eng
dc.rights.licenseDieses 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.ger
dc.subject.ddc510
dc.subject.otherContinuous fields of Banach spaces,eng
dc.subject.otherrough pathseng
dc.subject.othercontrolled rough pathseng
dc.titleThe geometry of controlled rough pathseng
dc.typeReporteng
dc.typeTexteng
dcterms.extent33 S.
tib.accessRightsopenAccess
wgl.contributorWIAS
wgl.subjectMathematik
wgl.typeReport / Forschungsbericht / Arbeitspapier
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