Integration of branched rough paths

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Authors: Xinru Liu, Danyu Yang
Cited by: 0

Abstract

When the one-form is $Lip\left(γ-1\right) $ with $γ>p\geq 1$, we construct the integral of a branched $p$-rough path, which defines another branched $p$-rough path. We derive a quantitative bound for this integral and prove that it depends continuously on the driving branched rough path in rough path metric. Moreover, we prove that the first level branched rough integral coincides with a first level integral of the associated $Π$-rough path.

Fields of Study & Subjects

Stochastic processes and financial applications Mathematical and Theoretical Analysis Geometric Analysis and Curvature Flows

Publication details

Journal / source
arXiv (Cornell University)
Publication date
10 January 2026
Document type
Preprint