On the integration of weakly geometric rough paths

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

doi:10.2969/jmsj/06841505

On the integration of weakly geometric rough paths

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

Mathematics

Research output: Contribution to journal › Article › peer-review

Abstract

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 language	English
Pages (from-to)	1505-1524
Number of pages	19
Journal	Journal of the Mathematical Society of Japan
Volume	68
Issue number	4
Early online date	24 Oct 2016
DOIs	https://doi.org/10.2969/jmsj/06841505
Publication status	Published - Oct 2016

Bibliographical note

© 2016 the Mathematical Society of Japan. All rights reserved. This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy. Further copying may not be permitted; contact the publisher for details.

Access to Document

10.2969/jmsj/06841505

On the integration of weakly geomertic rough paths
© 2016 the Mathematical Society of Japan. All rights reserved. This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy. Further copying may not be permitted; contact the publisher for details.
Accepted author manuscript, 257 KB

Cite this

@article{c6284adeb2254262b0418e08001054e0,

title = "On the integration of weakly geometric rough paths",

abstract = "We close a gap in the theory of integration for weakly geometric roughpaths in the in…nite-dimensional setting. We show that the integral ofa weakly geometric rough path against a su¢ ciently regular one form is,once again, a weakly geometric rough path.",

author = "Christian Litterer and Thomas Cass and Driver, {Bruce K.} and Nengli Lim",

note = "{\textcopyright} 2016 the Mathematical Society of Japan. All rights reserved. This is an author-produced version of the published paper. Uploaded in accordance with the publisher{\textquoteright}s self-archiving policy. Further copying may not be permitted; contact the publisher for details. ",

year = "2016",

month = oct,

doi = "10.2969/jmsj/06841505",

language = "English",

volume = "68",

pages = "1505--1524",

journal = "Journal of the Mathematical Society of Japan",

issn = "1881-1167",

number = "4",

}

TY - JOUR

T1 - On the integration of weakly geometric rough paths

AU - Litterer, Christian

AU - Cass, Thomas

AU - Driver, Bruce K.

AU - Lim, Nengli

N1 - © 2016 the Mathematical Society of Japan. All rights reserved. This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy. Further copying may not be permitted; contact the publisher for details.

PY - 2016/10

Y1 - 2016/10

N2 - We close a gap in the theory of integration for weakly geometric roughpaths in the in…nite-dimensional setting. We show that the integral ofa weakly geometric rough path against a su¢ ciently regular one form is,once again, a weakly geometric rough path.

AB - We close a gap in the theory of integration for weakly geometric roughpaths in the in…nite-dimensional setting. We show that the integral ofa weakly geometric rough path against a su¢ ciently regular one form is,once again, a weakly geometric rough path.

U2 - 10.2969/jmsj/06841505

DO - 10.2969/jmsj/06841505

M3 - Article

SN - 1881-1167

VL - 68

SP - 1505

EP - 1524

JO - Journal of the Mathematical Society of Japan

JF - Journal of the Mathematical Society of Japan

IS - 4

ER -