Title of article
Flow Equations on Spaces of Rough Paths
Author/Authors
Lyons، نويسنده , , Terry and Qian، نويسنده , , Zhongmin، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1997
Pages
25
From page
135
To page
159
Abstract
Given an Itô vector fieldM, there is a unique solutionξt(h) to the differential equationdξt(h)dt=M(ξt(h)), ξ0(h)=hfor any continuous and piece-wisely smooth pathh. We show that for anyt∈R, the maph→ξt(h) is continuous in thep-variation topology for anyp⩾1, so that it uniquely extends to a solution flow on the space of all geometric rough paths. Applying this result to the Driverʹs geometric flow equation on the path space over a closed Riemannian manifolddζtdt=Xh(ζt), ξ0=id,whereXhis the vector field defined by parallel translatinghvia a connection, our result especially yields a deterministic construction of the Driverʹs flow.
Journal title
Journal of Functional Analysis
Serial Year
1997
Journal title
Journal of Functional Analysis
Record number
1548287
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