Integration of time-varying cocyclic one-forms against rough paths
Classical Analysis and ODEs
2016-01-05 v6
Abstract
We embed the rough integration in a larger geometrical/algebraic framework of integrating one-forms against group-valued paths, and reduce the rough integral to an inhomogeneous analogue of the classical Young integral. We define dominated paths as integrals of one-forms, and demonstrate that they are stable under basic operations.
Keywords
Cite
@article{arxiv.1408.2785,
title = {Integration of time-varying cocyclic one-forms against rough paths},
author = {Terry J. Lyons and Danyu Yang},
journal= {arXiv preprint arXiv:1408.2785},
year = {2016}
}
Comments
34 pages. Improved presentation and simplified proof