The geometry of controlled rough paths
dc.bibliographicCitation.seriesTitle | WIAS Preprints | eng |
dc.bibliographicCitation.volume | 2926 | |
dc.contributor.author | Varzaneh, Mazyar Ghani | |
dc.contributor.author | Riedel, Sebastian | |
dc.contributor.author | Schmeding, Alexander | |
dc.contributor.author | Tapia, Nikolas | |
dc.date.accessioned | 2022-07-08T13:04:39Z | |
dc.date.available | 2022-07-08T13:04:39Z | |
dc.date.issued | 2022 | |
dc.description.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. | eng |
dc.description.version | publishedVersion | eng |
dc.identifier.uri | https://oa.tib.eu/renate/handle/123456789/9684 | |
dc.identifier.uri | https://doi.org/10.34657/8722 | |
dc.language.iso | eng | |
dc.publisher | Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik | |
dc.relation.doi | https://doi.org/10.20347/WIAS.PREPRINT.2926 | |
dc.relation.issn | 2198-5855 | |
dc.rights.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. | eng |
dc.rights.license | 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. | ger |
dc.subject.ddc | 510 | |
dc.subject.other | Continuous fields of Banach spaces, | eng |
dc.subject.other | rough paths | eng |
dc.subject.other | controlled rough paths | eng |
dc.title | The geometry of controlled rough paths | eng |
dc.type | Report | eng |
dc.type | Text | eng |
dcterms.extent | 33 S. | |
tib.accessRights | openAccess | |
wgl.contributor | WIAS | |
wgl.subject | Mathematik | |
wgl.type | Report / Forschungsbericht / Arbeitspapier |
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