An extension theorem to rough paths (Q2467371): Difference between revisions

Can every continuous path of finite \(p\)-variation in a Banach space \(V\) be lifted to a geometric \(q\)-rough path, where \(q>p\)? The authors give an affirmative answer through this paper. In fact, as the major result, they prove the following theorem. Theorem. Fix \(p \in [1,+\infty)\). Let \(V\) be a Banach space and \(K\) a closed subgroup of \(G^{([p])}(V)\). If \(x\) is a \((G^{([p])}(V) / K, \| \cdot\| _{G}^{([p])(V) / K})\) continuous path of finite \(p\)-variation, with \( p \notin N \setminus \{0,1\}\), then one can lift \(x\) to a weak geometric \(p\)-rough path.