Title of article :
Ramification of rough paths
Author/Authors :
Massimiliano Gubinelli، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2010
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 Chenʹs 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.
Keywords :
Rough pathsRooted treesHopf algebrasB-series
Journal title :
JOURNAL OF DIFFERENTIAL EQUATIONS
Journal title :
JOURNAL OF DIFFERENTIAL EQUATIONS