The geometry of controlled rough paths
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.
Authors
- Nikolas Tapia (ORCID: https://orcid.org/0000-0003-0018-2492)
- Alexander Schmeding (ORCID: https://orcid.org/0000-0001-9463-3674)
- Mazyar Ghani Varzaneh (ORCID: https://orcid.org/0000-0002-9578-2353)
- Sebastian Riedel (ORCID: https://orcid.org/0000-0003-4897-5491)
Institutions
- FernUniversität in Hagen (DE)
- University of Konstanz (DE)
- Weierstrass Institute for Applied Analysis and Stochastics (DE)
- NTNU Samfunnsforskning (NO)
- Technische Universität Berlin (DE)
Publication Details
- Journal
- Stochastic Processes and their Applications
- Published
- 2025-02-12
- DOI
- https://doi.org/10.1016/j.spa.2025.104594
- Citations
- 2
- Primary Topic
- Mathematical Dynamics and Fractals
- Type
- article
- Field-Weighted Citation Impact
- 7.38