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arXiv · 1408.2785

Integration of time-varying cocyclic one-forms against rough paths

Terry J. Lyons·Danyu Yang
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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.

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Terry J. Lyons, Danyu Yang. 2014-08-12. Integration of time-varying cocyclic one-forms against rough paths. https://arxiv.org/abs/1408.2785

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