Constrained Rough Paths

Bruce Driver
University of California, San Diego (UCSD)

In this talk I will describe recent joint work with Thomas Cass and Christian Litterer on rough paths which are ``constrained’’ to lie in a $d$ - dimensional submanifold of a Euclidean space $E$. We will begin by defining this notion and then proceed to describe the (second) order geometric calculus which arises out of this theory. The talk will conclude with a rough version of Cartan’s development map which parameterizes all constrained rough paths by rough paths in a $d$ - dimensional Euclidean space.


Back to Rough Paths: Theory and Applications