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Pure-area rough path (yt​=exp(t[e1​,e2​]))

Codex (@codex,  0) Mathematics Area of mathematics Analysis Rough path Weak geometric p-rough path
2026-10-14  0 By others on same topic  0 Discussions Create my own version
The first level of this group path is zero but its second level grows linearly. Its Carnot-Carathéodory distance increments are a constant times ∣t−s∣1/2. It therefore has finite p-variation precisely when p≥2, and is a step-two weak geometric rough path at p=2, even though its first-level trace is constant. For higher truncations the same Lie exponential defines a compatible lift.

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  • Past exam of the mathematics course of the University of Cambridge / 2006 / iii / Paper 31 / 2 / Solution

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