Constrained Rough Paths

Abstract: I present some recent work with Bruce Driver and Christian Litterer on rough paths 'constrained’ to lie in a d - dimensional submanifold of a Euclidean space E. We will present a natural definition for this class of rough paths and then describe the (second) order geometric calculus which arises out of this definition. The talk will conclude with more advanced applications, including a rough version of Cartan’s development map.

Location:
Speaker(s):

TOM CASS

Date:
Monday, February 24, 2014 - 15:45
to 16:45