Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Convergence of trapezoid rule to rough integrals   Rough paths techniques give the ability to define solutions of stochastic
differential equations driven by signals $X$ which are not semimartingales and
whose $p$-variation is finite only for large values of $p$. In this context,
rough integrals are usually Riemann-Stieltjes integrals with correction terms
that are sometimes seen as unnatural. As opposed to those somewhat artificial
correction terms, our endeavor in this note is to produce a trapezoid rule for
rough integrals driven by general $d$-dimensional Gaussian processes. Namely we
shall approximate a generic rough integral $\int y \, dX$ by Riemann sums
avoiding the usual higher order correction terms, making the expression easier
to work with and more natural. Our approximations apply to all controlled
processes $y$ and to a wide range of Gaussian processes $X$ including
fractional Brownian motion with a Hurst parameter $H>1/4$. As a corollary of
the trapezoid rule, we also consider the convergence of a midpoint rule for
integrals of the form $\int f(X) dX$.

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The categories of this paper are: patt-sol
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The categories of this paper are: hep-ex
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The categories of this paper are: chao-dyn
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The categories of this paper are: plasm-ph
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The categories of this paper are: math-ph
11
The categories of this paper are: hep-lat
3
The categories of this paper are: physics
7
The categories of this paper are: hep-th
5
The categories of this paper are: gr-qc
32
The categories of this paper are: atom-ph
10
The categories of this paper are: q-bio
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The categories of this paper are: ao-sci
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The categories of this paper are: eess
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The categories of this paper are: solv-int
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The categories of this paper are: supr-con
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The categories of this paper are: cs