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2 Pith papers citing it

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math.PR 2

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2026 2

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UNVERDICTED 2

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Locality of rough path lifts

math.PR · 2026-06-19 · unverdicted · novelty 7.0

No local homogeneous rough path lift exists for γ-Hölder paths with γ≤1/2; for fBM with H>1/4 all local square-integrable lifts are stochastic translations of the canonical lift, with only the canonical satisfying extra invariances except at H=1/3.

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