Title of article
Ramification of rough paths
Author/Authors
Massimiliano Gubinelli، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2010
Pages
29
From page
693
To page
721
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
Serial Year
2010
Journal title
JOURNAL OF DIFFERENTIAL EQUATIONS
Record number
751673
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