On the integration of weakly geometric rough paths
File(s)JMSJ68(2016)1505-1524.pdf (259.83 KB)
Published version
Author(s)
Cass, T
Driver, BK
Lim, N
Litterer, C
Type
Journal Article
Abstract
We close a gap in the theory of integration for weakly ge-
ometric rough paths in the infinite-dimensional setting. We show that the
integral of a weakly geometric rough path against a sufficiently regular one form is, once again, a weakly geometric rough path.
ometric rough paths in the infinite-dimensional setting. We show that the
integral of a weakly geometric rough path against a sufficiently regular one form is, once again, a weakly geometric rough path.
Date Issued
2016-10-24
Date Acceptance
2015-06-22
Citation
Journal of the Mathematical Society of Japan, 2016, 68 (4), pp.1505-1524
ISSN
0025-5645
Publisher
Mathematical Society of Japan
Start Page
1505
End Page
1524
Journal / Book Title
Journal of the Mathematical Society of Japan
Volume
68
Issue
4
Copyright Statement
© 2016 Mathematical Society of Japan. All rights reserved. The published version is made available by the permission of the Mathematical Society of Japan.
Sponsor
Engineering & Physical Science Research Council (EPSRC)
Grant Number
EP/M00516X/1
Subjects
General Mathematics
0101 Pure Mathematics
Publication Status
Published