Jointly controlled paths as used in Hairer and Gerasimovičs (2019), are a class of two-parameter paths Y controlled by a p -rough path X for 2 \leq p < 3 in each time variable, and serve as a class of paths twice integrable with respect to X . We extend the notion of jointly controlled paths to two-parameter paths Y controlled by p -rough and \tilde{p} -rough paths X and \tilde{X} (on finite dimensional spaces) for arbitrary p and \tilde{p} , and develop the corresponding integration theory for this class of paths. In particular, we show that for paths Y jointly controlled by X and \tilde{X} , they are integrable with respect to X and \tilde{X} , and moreover we prove a rough Fubini type theorem for the double rough integrals of Y via the construction of a third integral analogous to the integral against the product measure in the classical Fubini theorem. Additionally, we also prove a stability result for the double integrals of jointly controlled paths, and show that signature kernels, which have seen increasing use in data science applications, are jointly controlled paths.
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