Related papers: Abstract integration, Combinatorics of Trees and D…
We introduce an infinitesimal Hopf algebra of planar trees, generalising the construction of the non-commutative Connes-Kreimer Hopf algebra. A non-degenerate pairing and a dual basis are defined, and a combinatorial interpretation of the…
T. Lyons' rough path theory is something like a deterministic version of K. Ito's theory of stochastic differential equations, combined with ideas from K. T. Chen's theory of iterated path integrals. In this article we survey rough path…
We give an overview of the recent approach to the integration of rough paths that reduces the problem to classical Young integration. As an application, we extend an argument of Schwartz to rough differential equations, and prove the…
Let $\CRF_S$ denote the category of $S$-colored rooted forests, and $\H_{\CRF_S}$ denote its Ringel-Hall algebra as introduced in \cite{KS}. We construct a homomorphism from a $K^+_0 (\CRF_S)$--graded version of the Hopf algebra of…
We introduce novel equations, in the spirit of rough path theory, that parametrize level sets of intrinsically regular maps on the Heisenberg group with values in $\mathbb{R}^2$. These equations can be seen as a sub-Riemannian counterpart…
We develop the algebraic theory of rough path translation. Particular attention is given to the case of branched rough paths, whose underlying algebraic structure (Connes-Kreimer, Grossman-Larson) makes it a useful model case of a…
This paper has two purposes. The first is to explicate the diagrammatic approach to Hopf algebras due to Kuperberg, and to examine his proof of the existence and uniqueness of integrals in both the diagrammatic and purely algebraic…
These lecture notes present a computation driven pathway from classical complex analysis to the theory of compact Riemann surfaces and their connections to algebraic geometry. The exposition follows a compute first then abstract philosophy,…
We introduce a framework to consider transport problems for integer-valued random variables. We introduce weighting coefficients which allow us to characterize transport problems in a gradient flow setting, and form the basis of our…
This paper deals with computation trees over an arbitrary structure consisting of a set along with collections of functions and predicates that are defined on it. It is devoted to the comparative analysis of three parameters of problems…
In this paper, we establish the theory of nonlinear rough paths. We give the definition of nonlinear rough paths, and develop the integrals. Then, we study differential equations driven by nonlinear rough paths. Afterwards, we compare the…
We study a noncommutative deformation of the commutative Hopf algebra of rooted trees which was shown by Connes and Kreimer to be related to the mathematical structure of renormalization in quantum field theories. The requirement of the…
This is largely an attempt to provide probabilists some orientation to an important class of non-linear partial differential equations in applied mathematics, the incompressible Navier-Stokes equations. Particular focus is given to the…
Rough paths techniques give the ability to define solutions of stochastic differential equations driven by signals $X$ which are not semimartingales and whose $p$-variation is finite only for large values of $p$. In this context, rough…
The objective of this work is to compare several approaches to the process of renormalisation in the context of rough differential equations using the substitution bialgebra on rooted trees known from backward error analysis of $B$-series.…
The aim of these notes is to provide a reasonably short and "hands-on" introduction to the differential calculus on associative algebras over a field of characteristic zero. Following a suggestion of Ginzburg's we call the resulting theory…
``Bonsai'' Hopf algebras, introduced here, are generalizations of Connes-Kreimer Hopf algebras, which are motivated by Feynman diagrams and renormalization. We show that we can find operad structure on the set of bonsais. We introduce a new…
Recombining trinomial trees are a workhorse for modeling discrete-event systems in option pricing, logistics, and feedback control. Because each node stores a state-dependent quantity, a depth-$D$ tree naively yields $\mathcal{O}(3^{D})$…
Complex analysis is a powerful tool to study classical integrable systems, statistical physics on the random lattice, random matrix theory, topological string theory,... All these topics share certain relations, called "loop equations" or…
A non-commutative, planar, Hopf algebra of rooted trees was proposed in L. Foissy, Bull. Sci. Math. 126 (2002) 193-239. In this paper we propose such a non-commutative Hopf algebra for graphs. In order to define a non-commutative product we…