An algebraic approach to integration of geometric rough paths

DOI10.1007/978-3-030-01593-0_25MaRDI QIDQ1733969zbMATH OpenOpenAlexFDO

Authors Danyu Yang

Publication date 22 March 2019

Full work available at URL https://doi.org/10.1007/978-3-030-01593-0_25

zbMATH Keywords

non-abelian Young integrationrough path theory

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30)

Recommendations

• On the integration of weakly geometric rough paths
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Cited in

(8)

• Renormalisation from non-geometric to geometric rough paths
• Smooth rough paths, their geometry and algebraic renormalization
• On the rough-paths approach to non-commutative stochastic calculus
• Towards geometric integration of rough differential forms
• On the integration of weakly geometric rough paths
• A combinatorial approach to geometric rough paths and their controlled paths
• Complex analysis and rough paths
• Ramification of rough paths

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