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
    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
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    rough paths
    0 references
    differential equations
    0 references
    \(p\)-variation
    0 references
    continuity
    0 references
    0 references
    0 references