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On the integration of weakly geometric rough paths
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On the integration of weakly geomertic rough paths
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Publication details
| Journal | Journal of the Mathematical Society of Japan |
|---|---|
| Date | Accepted/In press - 22 Jun 2015 |
| Date | E-pub ahead of print - 24 Oct 2016 |
| Date | Published (current) - Oct 2016 |
| Issue number | 4 |
| Volume | 68 |
| Number of pages | 19 |
| Pages (from-to) | 1505-1524 |
| Early online date | 24/10/16 |
| Original language | English |
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.
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.
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.
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