Open Access
July, 2017 Extension theorem for rough paths via fractional calculus
Yu ITO
J. Math. Soc. Japan 69(3): 893-912 (July, 2017). DOI: 10.2969/jmsj/06930893
Abstract

On the basis of fractional calculus, we introduce an integral of weakly controlled paths, which is a generalization of integrals in the context of rough path analysis. As an application, we provide an alternative proof of Lyons' extension theorem for geometric Hölder rough paths together with an explicit expression of the extension map.

Copyright © 2017 Mathematical Society of Japan
Yu ITO "Extension theorem for rough paths via fractional calculus," Journal of the Mathematical Society of Japan 69(3), 893-912, (July, 2017). https://doi.org/10.2969/jmsj/06930893
Published: July, 2017
Vol.69 • No. 3 • July, 2017
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