We use simple sub-Riemannian techniques to prove that every weak geometric p-rough path (a geometric p-rough path in the sense of [20]) is the limit in sup-norm of a sequence of canonically lifted smooth paths, uniformly bounded in p-variation, thus clarifying the two different definitions of a geometric p-rough path. Our proofs are sufficiently general to include the case of Holder- and modulus-type regularity. This allows us to extend a few classical results on Holder-spaces and p -variation spaces to the non-commutative setting necessary for the theory of rough paths. As an application, we give a precise description of the support of Enhanced Fractional Brownian Motion, and prove a conjecture by Ledoux et al.
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Yulin Normal Univ, Sch Math & Stat, Yulin, Guangxi, Peoples R ChinaYulin Normal Univ, Sch Math & Stat, Yulin, Guangxi, Peoples R China
Song, Yan
Ge, Xun
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Soochow Univ, Sch Math Sci, Suzhou 215006, Jiangsu, Peoples R ChinaYulin Normal Univ, Sch Math & Stat, Yulin, Guangxi, Peoples R China
Ge, Xun
Li, Zhaowen
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Yulin Normal Univ, Key Lab Complex Syst Optimizat & Big Data Proc, Dept Guangxi Educ, Yulin, Guangxi, Peoples R ChinaYulin Normal Univ, Sch Math & Stat, Yulin, Guangxi, Peoples R China