On the integration of weakly geometric rough paths

DOI10.2969/jmsj/06841505zbMath1360.60104OpenAlexW2415461781MaRDI QIDQ502094

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

Publication date: 30 December 2016

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2969/jmsj/06841505

zbMATH Keywords

infinite-dimensional analysisrough integrationweakly geometric rough paths

Mathematics Subject Classification ID

Stochastic integrals (60H05) Analysis on other specific Lie groups (43A80) Tensor products in functional analysis (46M05) Measures, integration, derivative, holomorphy (all involving infinite-dimensional spaces) (46G99)

Related Items (5)

Non‐geometric rough paths on manifolds ⋮ A combinatorial approach to geometric rough paths and their controlled paths ⋮ On the definition of a solution to a rough differential equation ⋮ Geometric rough paths on infinite dimensional spaces ⋮ The signature of a rough path: uniqueness

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