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A Note on the Notion of Geometric Rough Paths

Peter Friz·Nicolas Victoir
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Abstract

We use simple sub-Riemannian techniques to prove that an arbitrary geometric p-rough path in the sense of Lyons (98) is the limit in sup-norm of a sequence of canonically lifted smooth paths, which are uniformly bounded in p-variation, clarifying the two different definitions of a geometric p-rough path, Lyons (98), Lyons/Qian (02). Our proofs are based on fine estimates in terms of control functions and are sufficiently general to include the case of Hoelder- and modulus-type regularity, Friz/Victoir (03). This allows us to extend a few classical results on Hoelder-spaces (Ciesielski, Musielak/Semadeni) and p-variation spaces (Wiener,Dudley) to the non-commutative setting necessary for the theory of rough paths.

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Peter Friz, Nicolas Victoir. 2004-03-06. A Note on the Notion of Geometric Rough Paths. https://arxiv.org/abs/math/0403115

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