Planarly Branched Rough Paths and Rough Differential Equations on Homogeneous Spaces
Charles Curry, Kurusch Ebrahimi-Fard, Dominique Manchon, Hans Z. Munthe-Kaas
Journal of Differential Equations2020
Abstract
We develop a theory of planarly branched rough paths extending Terry Lyons' rough path theory to homogeneous spaces. The framework combines algebraic structures from numerical analysis (Lie-Butcher series) with rough path theory, enabling the study of stochastic differential equations on manifolds with irregular driving signals.
Cite this publication
@article{charlescurry2020planarly,
author = {Charles Curry and Kurusch Ebrahimi-Fard and Dominique Manchon and Hans Z. Munthe-Kaas},
title = {Planarly Branched Rough Paths and Rough Differential Equations on Homogeneous Spaces},
journal = {Journal of Differential Equations},
year = {2020},
doi = {10.1016/j.jde.2020.06.058},
eprint = {1804.08515},
archivePrefix = {arXiv}
}