Continuity of the Ito-Map for Hoelder rough paths with applications to the support theorem in Hoelder norm
Probability
2007-05-23 v2
Abstract
Lyons' Rough Path theory is currently formulated in p-variation topology. We extend his main-result, the Universal Limit Theorem, to a stronger Hoelder topology. Several approximations to Brownian Rough Paths are studied. As application of our approach, we obtain the celebrated support theorem (in Hoelder-topology) as immediate (!) corollary.
Keywords
Cite
@article{arxiv.math/0304501,
title = {Continuity of the Ito-Map for Hoelder rough paths with applications to the support theorem in Hoelder norm},
author = {Peter K. Friz},
journal= {arXiv preprint arXiv:math/0304501},
year = {2007}
}