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Gangolli, Ramesh , TITLE = · 1964 · DOI 10.1007/bf00533608

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Locality of rough path lifts

math.PR · 2026-06-19 · unverdicted · novelty 7.0

No local homogeneous rough path lift exists for γ-Hölder paths with γ≤1/2; for fBM with H>1/4 all local square-integrable lifts are stochastic translations of the canonical lift, with only the canonical satisfying extra invariances except at H=1/3.

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  • Locality of rough path lifts math.PR · 2026-06-19 · unverdicted · none · ref 54

    No local homogeneous rough path lift exists for γ-Hölder paths with γ≤1/2; for fBM with H>1/4 all local square-integrable lifts are stochastic translations of the canonical lift, with only the canonical satisfying extra invariances except at H=1/3.