Integration of time-varying cocyclic one-forms against rough paths

Danyu Yang; Terry J. Lyons

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Integration of time-varying cocyclic one-forms against rough paths

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arxiv 1408.2785 v6 pith:MVIJX22X submitted 2014-08-12 math.CA

Terry J. Lyons , Danyu Yang This is my paper · ORCID

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keywords one-formspathsroughintegralintegrationalgebraicanaloguebasic

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We embed the rough integration in a larger geometrical/algebraic framework of integrating one-forms against group-valued paths, and reduce the rough integral to an inhomogeneous analogue of the classical Young integral. We define dominated paths as integrals of one-forms, and demonstrate that they are stable under basic operations.

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