Geometric versus non-geometric rough paths

Abstract

In this article we consider rough differential equations (RDEs) driven by non-geometric rough paths, using the concept of branched rough paths introduced in [Gub10]. We first show that branched rough paths can equivalently be defined as γ-Hölder continuous paths in some Lie group, akin to geometric rough paths. We then show that every branched rough path… (More)

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Cite this paper

@inproceedings{Hairer2013GeometricVN, title={Geometric versus non-geometric rough paths}, author={Martin Hairer and David Kelly}, year={2013} }