The Geometry of Rough Path Space
We describe $H^p(V)$, a subset of $p$-rough path space $Ω_p(V)$ which is a vector space under an addition operation $\boxplus$ and a scalar multiplication $\odot$. We show that the domain of $\boxplus$ can be extended to $Ω_p(V)\times H^p(V)$, allowing any $p$-rough path $X$ to be additively perturbed by an $H\in H^p(V)$. We prove...