• 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