Ramification of rough paths

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dc.creatorGubinelli, M.
dc.date2006-10-09
dc.date.accessioned2026-07-07T07:28:53Z
dc.date.available2026-07-07T07:28:53Z
dc.descriptionThe 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.
dc.description28 pages
dc.identifierhttps://arxiv.org/abs/math/0610300
dc.identifierhttp://arxiv.org/abs/math/0610300
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/117897
dc.subjectClassical Analysis and ODEs
dc.subject60H99; 65L99
dc.titleRamification of rough paths
dc.typetext

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