arXiv:math/0304501 Abstract

arXiv:math/0304501 [math.PR]Abstract References Reviews Resources

Continuity of the Ito-Map for Hoelder rough paths with applications to the support theorem in Hoelder norm

Published 2003-04-30, updated 2003-08-08Version 2

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.

Categories: math.PR

Subjects: 60H99

Keywords: hoelder rough paths, hoelder norm, application, continuity, rough path theory

Related articles: Most relevant | Search more

arXiv:0707.4546 [math.PR] (Published 2007-07-31)

Good rough path sequences and applications to anticipating stochastic calculus

Laure Coutin, Peter Friz, Nicolas Victoir

arXiv:math/0308238 [math.PR] (Published 2003-08-26)

Approximations of the Brownian Rough Path with Applications to Stochastic Analysis

Peter Friz, Nicolas Victoir

arXiv:math/0501197 [math.PR] (Published 2005-01-13)

Good Rough Path Sequences and Applications to Anticipating & Fractional Stochastic Calculus