Note on the Signatures of Rough Paths in a Banach Space
Classical Analysis and ODEs
2015-10-15 v1 Probability
Abstract
We prove some results, which are used in arXiv:1406.7871, about weakly geometric rough paths that are well-known in finite dimensions, but need proof in the infinite dimensional setting.
Keywords
Cite
@article{arxiv.1510.04172,
title = {Note on the Signatures of Rough Paths in a Banach Space},
author = {Horatio Boedihardjo and Xi Geng and Terry Lyons and Danyu Yang},
journal= {arXiv preprint arXiv:1510.04172},
year = {2015}
}
Comments
14 pages. This is the appendix for arXiv:1406.7871