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

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dc.creatorFriz, Peter K.
dc.date2003-04-30
dc.date2003-08-08
dc.date.accessioned2026-07-07T04:57:37Z
dc.date.available2026-07-07T04:57:37Z
dc.descriptionLyons' 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.
dc.identifierhttps://arxiv.org/abs/math/0304501
dc.identifierhttp://arxiv.org/abs/math/0304501
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/67323
dc.subjectProbability
dc.subject60H99
dc.titleContinuity of the Ito-Map for Hoelder rough paths with applications to the support theorem in Hoelder norm
dc.typetext

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