On the integration of weakly geometric rough paths

Thomas Cass; Bruce K. Driver; Nengli Lim; Christian Litterer

doi:10.2969/jmsj/06841505

Journal of the Mathematical Society of Japan

Online ISSN : 1881-1167
Print ISSN : 0025-5645
ISSN-L : 0025-5645

On the integration of weakly geometric rough paths

Thomas Cass, Bruce K. Driver, Nengli Lim, Christian Litterer

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

JOURNAL FREE ACCESS

2016 Volume 68 Issue 4 Pages 1505-1524

DOI https://doi.org/10.2969/jmsj/06841505

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Abstract

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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