Integration of geometric rough paths
Classical Analysis and ODEs
2021-10-01 v1
Abstract
We build a connection between rough path theory and noncommutative algebra, and interpret the integration of geometric rough paths as an example of a non-abelian Young integration. We identify a class of slowly-varying one-forms, and prove that the class is stable under basic operations. In particular rough path theory is extended to allow a natural class of time varying integrands.
Cite
@article{arxiv.1611.06144,
title = {Integration of geometric rough paths},
author = {Danyu Yang},
journal= {arXiv preprint arXiv:1611.06144},
year = {2021}
}