On the integration of weakly geometric rough paths

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JournalJournal of the Mathematical Society of Japan
DateAccepted/In press - 22 Jun 2015
DateE-pub ahead of print - 24 Oct 2016
DatePublished (current) - Oct 2016
Issue number4
Volume68
Number of pages19
Pages (from-to)1505-1524
Early online date24/10/16
Original languageEnglish

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.

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