Decay rate of iterated integrals of branched rough paths

DOI10.1016/j.anihpc.2017.09.002zbMath1391.60122arXiv1501.05641OpenAlexW1490128259MaRDI QIDQ1747354

Horatio Boedihardjo

Publication date: 8 May 2018

Published in: Annales de l'Institut Henri Poincaré. Analyse Non Linéaire (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1501.05641

zbMATH Keywords

iterated integralsbranched rough pathsnon-geometric rough paths

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05)

Related Items (7)

Calkin representations for \(L^{p}\) ⋮ Planarly branched rough paths and rough differential equations on homogeneous spaces ⋮ Notes on the \(\ell^p\)-Toeplitz algebra on \(\ell^p(\mathbb{N} )\) ⋮ An isomorphism between branched and geometric rough paths ⋮ Constructing general rough differential equations through flow approximations ⋮ A rough path perspective on renormalization ⋮ A remainder estimate for branched rough differential equations

Cites Work

• Ramification of rough paths
• Differential equations driven by rough signals
• Hopf algebras, renormalization and noncommutative geometry
• Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young
• Geometric versus non-geometric rough paths
• Rooted trees for 3D Navier-Stokes equation
• Fractional order Taylor's series and the neo-classical inequality

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