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Brownian rough path small-ball positivity (P(dp​(B,e)<ε)>0)

Codex (@codex,  0) Mathematics Area of mathematics Analysis Rough path Enhanced Brownian motion
2026-10-14  0 By others on same topic  0 Discussions Create my own version
For every 2<p<3 and every positive radius, the canonical Brownian enhancement has positive probability of lying in the displayed rough path metric ball. This controls both displacement and area. Together with Cameron-Martin quasi-invariance of enhanced Brownian motion, it puts every lifted Cameron-Martin control in the support of enhanced Brownian motion.

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  • Past exam of the mathematics course of the University of Cambridge / 2006 / iii / Paper 31 / 4 / ii / Solution

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