Ramification of rough paths
Classical Analysis and ODEs
2007-05-23 v1
Abstract
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 D\"urr-Connes-Kreimer coproduct on rooted trees. This turns out to be the natural setting for a non-geometric theory of rough paths.
Cite
@article{arxiv.math/0610300,
title = {Ramification of rough paths},
author = {M. Gubinelli},
journal= {arXiv preprint arXiv:math/0610300},
year = {2007}
}
Comments
28 pages