An extension theorem to rough paths
Terry Lyons
Mathematical Institute, 24–29 St Giles', Oxford, OX1 3LB, UKNicolas Victoir
Mathematical Institute, 24–29 St Giles', Oxford, OX1 3LB, UK
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Abstract
We show that any continuous path of finite -variation can be lifted to a geometric -rough path, where .
Résumé
Nous montrons que tout chemin continu de -variation finie peut être relevé en un « geometric -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