The geometry of the space of branched rough paths
| dc.contributor.author | Tapia, Nikolas | |
| dc.contributor.author | Zambotti, Lorenzo | |
| dc.date.accessioned | 2020-12-16T12:58:52Z | |
| dc.date.available | 2020-12-16T12:58:52Z | |
| dc.date.issued | 2020-03-18 | |
| dc.date.updated | 2020-12-07T10:45:22Z | |
| dc.description.abstract | We construct an explicit transitive free action of a Banach space of Hölder functions on the space of branched rough paths, which yields in particular a bijection between these two spaces. This endows the space of branched rough paths with the structure of a principal homogeneous space over a Banach space and allows to characterize its automorphisms. The construction is based on the Baker–Campbell–Hausdorff formula, on a constructive version of the Lyons–Victoir extension theorem and on the Hairer–Kelly map, which allows to describe branched rough paths in terms of anisotropic geometric rough paths. | en |
| dc.identifier.eissn | 1460-244X | |
| dc.identifier.issn | 0024-6115 | |
| dc.identifier.uri | https://depositonce.tu-berlin.de/handle/11303/12202 | |
| dc.identifier.uri | http://dx.doi.org/10.14279/depositonce-11077 | |
| dc.language.iso | en | en |
| dc.rights.uri | https://creativecommons.org/licenses/by/4.0/ | en |
| dc.subject.ddc | 510 Mathematik | de |
| dc.subject.other | 60H10 (primary) | en |
| dc.subject.other | 16T05 (secondary) | en |
| dc.title | The geometry of the space of branched rough paths | en |
| dc.type | Article | en |
| dc.type.version | publishedVersion | en |
| dcterms.bibliographicCitation.doi | 10.1112/plms.12311 | en |
| dcterms.bibliographicCitation.issue | 2 | en |
| dcterms.bibliographicCitation.journaltitle | Proceedings of the London Mathematical Society | en |
| dcterms.bibliographicCitation.originalpublishername | Wiley | en |
| dcterms.bibliographicCitation.originalpublisherplace | New York, NY | en |
| dcterms.bibliographicCitation.pageend | 251 | en |
| dcterms.bibliographicCitation.pagestart | 220 | en |
| dcterms.bibliographicCitation.volume | 121 | en |
| tub.accessrights.dnb | free | en |
| tub.affiliation | Fak. 2 Mathematik und Naturwissenschaften::Inst. Mathematik::AG Stochastik und Finanzmathematik | de |
| tub.affiliation.faculty | Fak. 2 Mathematik und Naturwissenschaften | de |
| tub.affiliation.group | AG Stochastik und Finanzmathematik | de |
| tub.affiliation.institute | Inst. Mathematik | de |
| tub.publisher.universityorinstitution | Technische Universität Berlin | en |