Skip to main content
2 of 3
formatting, added tag
YCor
  • 63.9k
  • 5
  • 187
  • 285

Interpolation theorem for general rough paths

In Friz and Hairer's notes on rough paths, there is exercise 2.9 which is called the "interpolation theorem". It says that if you have a sequence of rough paths $\mathbf X^n=(X^n,\mathbb X^n)\in \mathscr C^\beta$ with $\beta\in(1/3,1/2)$ so that $\sup_n \|X^n\|_\beta<\infty$ and $\sup_n \|\mathbb X^n\|_{2\beta}<\infty$ with $\mathbf X^n\to \mathbf X$ pointwise, then $\mathbf X\in \mathscr C^\beta$ and $\mathbf X^n\to \mathbf X$ in $\mathscr C^\alpha$ for all $1/3<\alpha<\beta<1/2$.

Can this be generalized to general rough paths not restricting to $(1/3,1/2)$?

user479223
  • 1.9k
  • 2
  • 9
  • 29