On the integration of weakly geometric rough paths

Christian Litterer, Thomas Cass, Bruce K. Driver, Nengli Lim

Research output: Contribution to journalArticlepeer-review


We close a gap in the theory of integration for weakly geometric rough
paths in the in…nite-dimensional setting. We show that the integral of
a weakly geometric rough path against a su¢ ciently regular one form is,
once again, a weakly geometric rough path.
Original languageEnglish
Pages (from-to)1505-1524
Number of pages19
JournalJournal of the Mathematical Society of Japan
Issue number4
Early online date24 Oct 2016
Publication statusPublished - Oct 2016

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