On the integration of weakly geometric rough paths (Q502094)

The aim of this article is to close a gap in the theory of integration for weakly geometric rough paths, in the infinite-dimensional setting. Consider a real Banach space \(E\), the truncated tensor algebra \(T^nE:=\bigotimes_{k=0}^n E^{\otimes k}\), made into a Banach algebra and a Lie algebra in a canonical way, its closed Lie sub-algebra \(T_0^nE\) of tensors with null constant component, and the Lie sub-algebra \(\mathrm{Lie}_nE\) generated by \(E\) within \(T_0^nE\). Then the free nilpotent group of step \(n\) is defined as the closure \(G^nE\) of \(\exp(\mathrm{Lie}_nE)\) in \(T^nE\), and a rough path \(X\equiv 1+\sum_{j=1}^nX^j:\{(s,t)\mid 0\leq s\leq t\leq T\}\to G^nE\) (instead of merely \(T^nE\)) is called weakly geometric. Then to any sufficiently regular (roughly, of class \(C_b^{n+\varepsilon}\)) one-form \(\alpha\), an integral \(\int \alpha(dX)\) is associated, and the authors prove that it is again a weakly geometric rough path.