Abstract
AbstractWe show how to use geometric arguments to prove that the terminal solution to a rough differential equation driven by a geometric rough path can be obtained by driving the same equation by a piecewise linear path. For this purpose, we combine some results of the seminal work of Sussmann on orbits of vector fields [1] with the rough calculus on manifolds developed by Cass, Litterer and Lyons in [2].
Publisher
Springer Science and Business Media LLC
Subject
Control and Optimization,Numerical Analysis,Algebra and Number Theory,Control and Systems Engineering