Open Access
October, 2016 On the integration of weakly geometric rough paths
Thomas CASS, Bruce K. DRIVER, Nengli LIM, Christian LITTERER
J. Math. Soc. Japan 68(4): 1505-1524 (October, 2016). DOI: 10.2969/jmsj/06841505


We close a gap in the theory of integration for weakly geometric 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.


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Thomas CASS. Bruce K. DRIVER. Nengli LIM. Christian LITTERER. "On the integration of weakly geometric rough paths." J. Math. Soc. Japan 68 (4) 1505 - 1524, October, 2016.


Published: October, 2016
First available in Project Euclid: 24 October 2016

zbMATH: 1360.60104
MathSciNet: MR3564442
Digital Object Identifier: 10.2969/jmsj/06841505

Primary: 60H05
Secondary: 43A80 , 46G99 , 46M05

Keywords: Infinite-dimensional analysis , rough integration , rough path theory , weakly geometric rough paths

Rights: Copyright © 2016 Mathematical Society of Japan

Vol.68 • No. 4 • October, 2016
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