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Smooth rough paths, their geometry and algebraic renormalization

  • We introduce the class of "smooth rough paths" and study their main properties. Working in a smooth setting allows us to discard sewing arguments and focus on algebraic and geometric aspects. Specifically, a Maurer-Cartan perspective is the key to a purely algebraic form of Lyons' extension theorem, the renormalization of rough paths following up on [Bruned et al.: A rough path perspective on renormalization, J. Funct. Anal. 277(11), 2019], as well as a related notion of "sum of rough paths". We first develop our ideas in a geometric rough path setting, as this best resonates with recent works on signature varieties, as well as with the renormalization of geometric rough paths. We then explore extensions to the quasi-geometric and the more general Hopf algebraic setting.

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Metadaten
Author details:Carlo BellingeriORCiD, Peter FrizORCiDGND, Sylvie PaychaORCiDGND, Rosa Lili Dora PreißORCiDGND
DOI:https://doi.org/10.1007/s10013-022-00570-7
ISSN:2305-221X
ISSN:2305-2228
Title of parent work (English):Vietnam journal of mathematics
Publisher:Springer
Place of publishing:Singapore
Publication type:Article
Language:English
Date of first publication:2022/06/23
Publication year:2022
Release date:2024/01/31
Tag:Cartan's development; Renormalization; Rough paths; Signatures
Volume:50
Issue:3
Number of pages:43
First page:719
Last Page:761
Funding institution:DFG Research Unit [FOR2402]; European Research Council (ERC) under the; European Union [683164]
Organizational units:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik
DDC classification:5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik
Peer review:Referiert
Publishing method:Open Access / Hybrid Open-Access
License (German):License LogoCC-BY - Namensnennung 4.0 International
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