{ "id": "math/0304501", "version": "v2", "published": "2003-04-30T15:19:59.000Z", "updated": "2003-08-08T01:22:21.000Z", "title": "Continuity of the Ito-Map for Hoelder rough paths with applications to the support theorem in Hoelder norm", "authors": [ "Peter K. Friz" ], "categories": [ "math.PR" ], "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.", "revisions": [ { "version": "v2", "updated": "2003-08-08T01:22:21.000Z" } ], "analyses": { "subjects": [ "60H99" ], "keywords": [ "hoelder rough paths", "hoelder norm", "application", "continuity", "rough path theory" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2003math......4501F" } } }