Itô's formula holds for planarly branched rough paths with Hölder roughness between 1/4 and 1/2.
Flow techniques for non-geometric RDEs on manifolds
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abstract
In 2015, Bailleul presented a mechanism to solve rough differential equations by constructing flows, using the log-ODE method. We extend this notion in two ways: On the one hand, we localize Bailleul's notion of an almost-flow to solve RDEs on manifolds. On the other hand, we extend his results to non-geometric rough paths, living in any connected, cocommutative, graded Hopf algebra. This requires a new concept, which we call a pseudo bialgebra map. We further connect our results to Curry et al (2020), who solved planarly branched RDEs on homogeneous spaces.
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It\^o formula for planarly branched rough paths
Itô's formula holds for planarly branched rough paths with Hölder roughness between 1/4 and 1/2.