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Timeline for An integral by rough path.

Current License: CC BY-SA 4.0

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Nov 30, 2022 at 14:59 comment added Martin Hairer But of course, unless $f$ relates to $b$ in a very very specific way, there is no reason whatsoever for (1) to converge. Under the assumptions given by the OP, $\int f(B)\,db$ typically just won't have any reasonable interpretation as a rough integral.
Nov 30, 2022 at 5:33 history edited Daniele Tampieri CC BY-SA 4.0
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Nov 30, 2022 at 3:37 history edited Thomas Kojar CC BY-SA 4.0
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Nov 30, 2022 at 2:50 history edited Thomas Kojar CC BY-SA 4.0
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Nov 30, 2022 at 2:35 history answered Thomas Kojar CC BY-SA 4.0