JournalsaihpcVol. 24, No. 5pp. 835–847

An extension theorem to rough paths

  • Terry Lyons

    Mathematical Institute, 24–29 St Giles', Oxford, OX1 3LB, UK

  • Nicolas Victoir

    Mathematical Institute, 24–29 St Giles', Oxford, OX1 3LB, UK
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Abstract

We show that any continuous path of finite p-variation can be lifted to a geometric q-rough path, where .

Résumé

Nous montrons que tout chemin continu de p-variation finie peut être relevé en un « geometric q-rough path », pour .

Cite this article

Terry Lyons, Nicolas Victoir, An extension theorem to rough paths. Ann. Inst. H. Poincaré Anal. Non Linéaire 24 (2007), no. 5, pp. 835–847

DOI 10.1016/J.ANIHPC.2006.07.004