Integration of branched rough paths

preprint2026arXivOpen access

Abstract

When the one-form is Lip(γ−1)Lip\left(γ-1\right) with γ>p≥1γ>p\geq 1, we construct the integral of a branched pp-rough path, which defines another branched pp-rough path. We derive a quantitative bound for this integral and prove that it depends continuously on the driving branched rough path in rough path metric. Moreover, we prove that the first level branched rough integral coincides with a first level integral of the associated ΠΠ-rough path.

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