Renormalisation from non-geometric to geometric rough paths
Probability
2023-10-24 v1 Rings and Algebras
Abstract
The Hairer-Kelly map has been introduced for establishing a correspondence between geometric and non-geometric rough paths. Recently, a new renormalisation on rough paths has been proposed in (arxiv 1810.12179), built on this map and the Lyons-Victoir extension theorem. In this work, we compare this renormalisation with the existing ones such as BPHZ and the local products renormalisations. We prove that they commute in a certain sense with the Hairer-Kelly map and exhibit an explicit formula in the framework of (arxiv 1810.12179). We also see how the renormalisation behaves in the alternative approach in ( arXiv:1712.01965) for moving from non-geometric to geometric rough paths.
Cite
@article{arxiv.2007.14385,
title = {Renormalisation from non-geometric to geometric rough paths},
author = {Yvain Bruned},
journal= {arXiv preprint arXiv:2007.14385},
year = {2023}
}