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.

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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
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article

The geometry of controlled rough paths

Nikolas Tapia, Alexander Schmeding, Mazyar Ghani Varzaneh, Sebastian Riedel
2 citations
Stochastic Processes and their Applications
Mathematical Dynamics and Fractals
7.38
article

The geometry of controlled rough paths

Nikolas Tapia, Alexander Schmeding, Mazyar Ghani Varzaneh, Sebastian Riedel
article en
2 citations

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.

Stochastic Processes and their ApplicationsVol. 184
FernUniversität in Hagen (DE), University of Konstanz (DE), Weierstrass Institute for Applied Analysis and Stochastics (DE), NTNU Samfunnsforskning (NO), Technische Universität Berlin (DE)
Sustainable cities and communities
Openalex Percentile: Top 5%
Mathematical Dynamics and Fractals
7.38
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