Journal article
A uniform estimate for rough paths
- Abstract:
- We prove an extension to the classical continuity theorem in rough paths. We show that two $p$-rough paths are close in all levels of iterated integrals provided the first $\lfl p \rfl$ terms are close in a uniform sense. Applications include estimation of the difference of the signatures of two uniformly close paths and convergence rates of Gaussian rough paths.
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Authors
- Journal:
- ematiques More from this journal
- Volume:
- 1
- Issue:
- 7
- Pages:
- 867-879
- Publication date:
- 2011-10-24
- Keywords:
- Pubs id:
-
pubs:366682
- UUID:
-
uuid:f2e57e91-3272-4477-9593-6b6201369a38
- Local pid:
-
pubs:366682
- Source identifiers:
-
366682
- Deposit date:
-
2015-01-08
- ARK identifier:
Terms of use
- Copyright date:
- 2011
- Notes:
- Published at Bulletin des Sciences Math\'ematiques
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