Control function for rough paths 2026-10-14
A control is a continuous nonnegative function on ordered pairs of times, zero on the diagonal and superadditive as displayed. It measures the size of increments of a rough path, typically through . Continuous finite variation gives suitable controls, which let local estimates be stated without tying them to a particular time parametrization.
Rough differential equation 2026-10-14
A rough differential equation interprets a differential equation using the higher-order data of its driving rough path. For , its local expansion includes , with a remainder controlled at order greater than one. For a smooth driver it is the usual controlled ordinary differential equation; for enhanced Brownian motion it is the corresponding Stratonovich equation.
Shuffle identity for iterated integrals 2026-10-14
The product of two coordinate iterated integrals of a path is the sum over order-preserving interleavings of their integration variables. Split the product of the two ordered simplices according to the joint order of all variables. This identity explains the algebraic constraints on a geometric rough path and the cancellation of low-degree terms in the composition of its local Euler maps.
Support under a continuous map 2026-10-14
For a Borel probability measure on a Polish space and a continuous map to another Polish space, the image measure has the displayed support. Every neighborhood of an image of a support point has an open inverse image of positive measure. Conversely, the closed image closure has full image measure because the original support has full measure. This transfers a support description for a driving rough path to the solution of a rough differential equation.