Imperial College London
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ProfessorThomasCass

Faculty of Natural Sciences, Department of Mathematics

Professor of Mathematics
 
 
 
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Contact

 

thomas.cass

 
 
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Location

 

808Weeks BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Cass:2015:plms/pdv060,
author = {Cass, T and Driver, BK and Litterer, C},
doi = {plms/pdv060},
journal = {Proceedings of the London Mathematical Society},
pages = {1471--1518},
title = {Constrained Rough Paths},
url = {http://dx.doi.org/10.1112/plms/pdv060},
volume = {111},
year = {2015}
}
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RIS format (EndNote, RefMan)

TY  - JOUR
AB  - We introduce a notion of rough paths on embedded submanifolds and demonstratethat this class of rough paths is natural. On the way we develop a notion ofrough integration and an efficient and intrinsic theory of rough differentialequations (RDEs) on manifolds. The theory of RDEs is then used to constructparallel translation along manifold valued rough paths. Finally, this frameworkis used to show there is a one to one correspondence between rough paths on ad-dimensional manifold and rough paths on d-dimensional Euclidean space. Thislast result is a rough path analogue of Cartan's development map and itsstochastic version which was developed by Eeels and Elworthy and Malliavin.
AU  - Cass,T
AU  - Driver,BK
AU  - Litterer,C
DO  - plms/pdv060
EP  - 1518
PY  - 2015///
SN  - 1460-244X
SP  - 1471
TI  - Constrained Rough Paths
T2  - Proceedings of the London Mathematical Society
UR  - http://dx.doi.org/10.1112/plms/pdv060
UR  - http://hdl.handle.net/10044/1/25944
VL  - 111
ER  -
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