An extension theorem to rough paths (Q2467371)

From MaRDI portal
Revision as of 22:17, 11 February 2024 by RedirectionBot (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
An extension theorem to rough paths
scientific article

    Statements

    An extension theorem to rough paths (English)
    0 references
    0 references
    0 references
    21 January 2008
    0 references
    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.
    0 references
    0 references
    rough paths
    0 references
    differential equations
    0 references
    \(p\)-variation
    0 references
    continuity
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references