Geometric p-rough path

A geometric $p$-rough path is a limit, in the rough path metric, of path signatures of sufficiently regular paths. It is a weak geometric p-rough path. At the same exponent these definitions need not coincide; weak geometric paths can be approximated after slightly weakening the variation exponent. The Brownian enhancement is geometric for every $p>2$.

For $2<p<3$ and a continuous path $h$ of bounded variation, translate the first level by $h$ and add the mixed integrals $\int X_{s,r}\otimes d{h}_r$, $\int h_{s,r}\otimes d{X}_r$ and $\int h_{s,r}\otimes d{h}_r$ to the second level. Integration by parts defines the second mixed integral. The operation is continuous in the rough path metric and the variation norm of $h$. For canonical lifts it is precisely the enhancement of the sum of the paths.

For a deterministic path $h$ in the Cameron-Martin space of Wiener measure, the law of $T_h\mathbf{B}$ is equivalent to the law of enhanced Brownian motion. The Cameron-Martin theorem gives equivalence for the underlying Brownian paths; the canonical enhancement of the translated path is exactly the rough-path translation, including its mixed area terms. Continuity of this translation transfers small-ball positivity at the identity to every control signature.