Rough Paths on Manifolds
We develop a fundamental framework for and extend the theory of rough paths to Lipschitz-gamma manifolds.
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arXiv subjects
Terry Lyons
Publications and source records attributed to Terry Lyons.
Some notes on trees and paths
These notes cover background material on trees which are used in the paper `On uniqueness of the signature of a path of variation and the reduced path group'.
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Uniqueness for the signature of a path of bounded variation and the reduced path group
We introduce the notions of tree-like path and tree-like equivalence between paths and prove that the latter is an equivalence relation for paths of finite length. We show that the equivalence classes form a group with some similarity to a free group, and that in each class there is one special tree reduced path. The set of these paths is the Reduced Path Group. It is a continuous analogue to the group of reduced words. The signature of the path is a power series whose coefficients are definite iterated integrals of the path. We identify the paths with trivial signature as the tree-like paths, and prove that two paths are in tree-like equivalence if and only if they have the same signature. In this way, we extend Chen's theorems on the uniqueness of the sequence of iterated integrals associated with a piecewise regular path to finite length paths and identify the appropriate extended meaning for reparameterisation in the general setting. It is suggestive to think of this result as a non-commutative analogue of the result that integrable functions on the circle are determined, up to Lebesgue null sets, by their Fourier coefficients. As a second theme we give quantitative versions of Chen's theorem in the case of lattice paths and paths with continuous derivative, and as a corollary derive results on the triviality of exponential products in the tensor algebra.
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