Revista Matemática Iberoamericana

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Volume 33, Issue 3, 2017, pp. 885–950
DOI: 10.4171/RMI/959

Published online: 2017-10-02

Controlled rough paths on manifolds I

Bruce K. Driver[1] and Jeremy S. Semko[2]

(1) University of California at San Diego, La Jolla, USA
(2) University of California at San Diego, La Jolla, USA

In this paper, we build the foundation for a theory of controlled rough paths on manifolds. A number of natural candidates for the definition of manifold valued controlled rough paths are developed and shown to be equivalent. The theory of controlled rough one-forms along such a controlled path and their resulting integrals are then defined. This general integration theory does require the introduction of an additional geometric structure on the manifold which we refer to as a “parallelism”. A choice of parallelism allows us to compare nearby tangent spaces on the manifold which is necessary to fully discuss controlled rough one-forms. The transformation properties of the theory under change of parallelisms is explored. Although the integration of a general controlled one-form along a rough path does depend on the choice of parallelism, we show for a special class of controlled one-forms – those which are the restriction of smooth one-forms on the manifold – the resulting path integral is in fact independent of any choice of parallelism. We present a theory of push-forwards and show how it is compatible with our integration theory. Lastly, we give a number of characterizations for solving a rough differential equation when the solution is interpreted as a controlled rough path on a manifold and then show such solutions exist and are unique.

Keywords: Dynamical systems, rough paths

Driver Bruce, Semko Jeremy: Controlled rough paths on manifolds I. Rev. Mat. Iberoam. 33 (2017), 885-950. doi: 10.4171/RMI/959