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arXiv · 1810.12179

The geometry of the space of branched Rough Paths

Nikolas Tapia·Lorenzo Zambotti
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Abstract

We construct an explicit transitive free action of a Banach space of H\"older functions on the space of branched rough paths, which yields in particular a bijection between theses 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.

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Nikolas Tapia, Lorenzo Zambotti. 2018-10-29. The geometry of the space of branched Rough Paths. https://doi.org/10.1112/plms.12311

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