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Flow techniques for non-geometric RDEs on manifolds

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arxiv 2310.13556 v3 pith:IJ5BVF5G submitted 2023-10-20 math.PR math.CA

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keywords rdesbailleulextendhandmanifoldsnon-geometricnotionresults
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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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Cited by 2 Pith papers

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. Full citation record

  1. It\^o formula for planarly branched rough paths

    math.PR 2025-01 conditional novelty 6.0 of 10

    Itô's formula holds for planarly branched rough paths with Hölder roughness between 1/4 and 1/2.

  2. Rough differential equations and planarly branched universal limit theorem

    math.PR 2024-12 conditional novelty 5.0 of 10

    The paper proves existence and uniqueness of solutions to rough differential equations driven by planarly branched rough paths for roughness 1/4 < alpha <= 1/3 via Banach's fixed point theorem.

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