An extension theorem to rough paths (Q2467371)
From MaRDI portal
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
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
rough paths
0 references
differential equations
0 references
\(p\)-variation
0 references
continuity
0 references