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Ramification of rough paths

Gubinelli, Massimiliano (2010), Ramification of rough paths, Journal of Differential Equations, 248, 4, p. 693-721. http://dx.doi.org/10.1016/j.jde.2009.11.015

Type
Article accepté pour publication ou publié
External document link
http://arxiv.org/abs/math/0610300v1
Date
2010
Journal name
Journal of Differential Equations
Volume
248
Number
4
Publisher
Elsevier
Pages
693-721
Publication identifier
Metadata
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Author(s)
Gubinelli, Massimiliano
Abstract (EN)
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 Dürr–Connes–Kreimer coproduct on rooted trees. This turns out to be the natural setting for a non-geometric theory of rough paths.
Subjects / Keywords
Rough paths; Rooted trees; Hopf algebras; B-series