The paper constructs Banach subspaces of Hölder paths with explicitly controlled p-th variation via Faber-Schauder coefficients, proves density in C([0,1]), and shows stability of the Föllmer-Itô map under transport and time-changes.
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Banach spaces of continuous paths with finite $p$-th variation
The paper constructs Banach subspaces of Hölder paths with explicitly controlled p-th variation via Faber-Schauder coefficients, proves density in C([0,1]), and shows stability of the Föllmer-Itô map under transport and time-changes.