Ramification of rough paths
Gubinelli, Massimiliano (2010), Ramification of rough paths, Journal of Differential Equations, 248, 4, p. 693-721. http://dx.doi.org/10.1016/j.jde.2009.11.015
Type
Article accepté pour publication ou publiéExternal document link
http://arxiv.org/abs/math/0610300v1Date
2010Journal name
Journal of Differential EquationsVolume
248Number
4Publisher
Elsevier
Pages
693-721
Publication identifier
Metadata
Show full item recordAuthor(s)
Gubinelli, MassimilianoAbstract (EN)
The stack of iterated integrals of a path is embedded in a larger algebraic structure where iterated integrals are indexed by decorated rooted trees and where an extended Chen's multiplicative property involves the Dürr–Connes–Kreimer coproduct on rooted trees. This turns out to be the natural setting for a non-geometric theory of rough paths.Subjects / Keywords
Rough paths; Rooted trees; Hopf algebras; B-seriesRelated items
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