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The geometry of controlled rough paths (2203.05946v1)

Published 11 Mar 2022 in math.PR, math.CA, and math.RA

Abstract: We prove that the spaces of controlled (branched) rough paths of arbitrary order form a continuous field of Banach spaces. This structure has many similarities to an (infinite-dimensional) vector bundle and allows to define a topology on the total space, the collection of all controlled path spaces, which turns out to be Polish in the geometric case. The construction is intrinsic and based on a new approximation result for controlled rough paths. This framework turns well-known maps such as the rough integration map and the It^o-Lyons map into continuous (structure preserving) mappings. Moreover, it is compatible with previous constructions of interest in the stability theory for rough integration.

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