Stochastic Calculus with respect to G-Brownian Motion Viewed through Rough Paths (1510.01851v4)

Abstract: In this paper, we study rough path properties of stochastic integrals of It^{o}'s type and Stratonovich's type with respect to $G$-Brownian motion. The roughness of $G$-Brownian Motion is estimated and then the pathwise Norris lemma in $G$-framework is obtained.