Ramification of rough paths

dc.contributor.author	Gubinelli, Massimiliano
dc.date.accessioned	2014-01-16T09:12:45Z
dc.date.available	2014-01-16T09:12:45Z
dc.date.issued	2010
dc.identifier.uri	https://basepub.dauphine.fr/handle/123456789/12457
dc.language.iso	en	en
dc.subject	Rough paths	en
dc.subject	Rooted trees	en
dc.subject	Hopf algebras	en
dc.subject	B-series	en
dc.subject.ddc	515	en
dc.title	Ramification of rough paths	en
dc.type	Article accepté pour publication ou publié
dc.description.abstracten	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.	en
dc.relation.isversionofjnlname	Journal of Differential Equations
dc.relation.isversionofjnlvol	248	en
dc.relation.isversionofjnlissue	4	en
dc.relation.isversionofjnldate	2010
dc.relation.isversionofjnlpages	693-721	en
dc.relation.isversionofdoi	http://dx.doi.org/10.1016/j.jde.2009.11.015	en
dc.identifier.urlsite	http://arxiv.org/abs/math/0610300v1	en
dc.relation.isversionofjnlpublisher	Elsevier	en
dc.subject.ddclabel	Analyse	en
dc.relation.forthcoming	non	en
dc.relation.forthcomingprint	non	en

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