Integration of paths, geometric invariants and a generalized Baker-Hausdorff formula
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Publication:768531
DOI10.2307/1969671zbMATH Open0077.25301OpenAlexW2321579306MaRDI QIDQ768531FDOQ768531
Authors: Kuo-Tsai Chen
Publication date: 1957
Published in: Annals of Mathematics. Second Series (Search for Journal in Brave)
Full work available at URL: http://www.jstor.org/pss/1969671
Cited In (only showing first 100 items - show all)
- Title not available (Why is that?)
- Formal power series, operator calculus, and duality on Lie algebras
- A technique for studying strong and weak local errors of splitting stochastic integrators
- Numerical evaluation of the Evans function by Magnus integration
- Vers une notion de dérivation fonctionnelle causale. (Towards a notion of causal functional derivatives)
- Brownian Chen series and Atiyah-Singer theorem
- The Campbell-Baker-Hausdorff-Dynkin formula and solutions of differential equations
- Perturbed linear rough differential equations
- The signature of a rough path: uniqueness
- An algebraic criterion for the onset of chaos in nonlinear dynamical systems
- Time-warping invariants of multidimensional time series
- Invariants of multidimensional time series based on their iterated-integral signature
- Stratonovich's signatures of Brownian motion determine Brownian sample paths
- Yet another introduction to rough paths
- Uniqueness of signature for simple curves
- Generalized holonomies
- Algebraic and multiple integral identities
- Properties of free Baxter algebras
- Recursion formulas for the Lie integral
- Differential equations driven by Gaussian signals
- Multiple integrals and expansion of solutions of differential equations driven by rough paths and by fractional Brownian motions
- Structure theorems of mixable shuffle algebras.
- Planarly branched rough paths and rough differential equations on homogeneous spaces
- Algebras of Iterated Path Integrals and Fundamental Groups
- On the Classification of Operator Identities
- A combinatorial method for calculating the moments of Lévy area
- Densities for rough differential equations under Hörmander's condition
- Fonctionnelles causales non linéaires et indéterminées non commutatives
- HOPF ALGEBRAS IN DYNAMICAL SYSTEMS THEORY
- Baxter algebras and shuffle products
- Lie algebras associated with the exponential solutions of nonautonomous linear differential equations.
- Smooth density for some nilpotent rough differential equations
- Theory of Koszul operads and homology of Poisson algebras
- Baxter algebras and Hopf algebras
- Explicit solutions of the \({\mathfrak{a}_1}\)-type Lie-Scheffers system and a general Riccati equation
- Flows and stochastic Taylor series in Itô calculus
- Infinite-dimensional polynomial processes
- Stabilité d'un type élémentaire d'équations diffé rentielles stochastiques à bruits vectoriesl
- Algebraic renormalisation of regularity structures
- On Gauss-Green theorem and boundaries of a class of Hölder domains
- Kontsevich's universal formula for deformation quantization and the Campbell-Baker-Hausdorff formula.
- The early days of geometric nonlinear control
- Cumulants as iterated integrals
- On expansions for nonlinear systems error estimates and convergence issues
- Some algebraic aspects of the center problem for ordinary differential equations
- Formal paths, iterated integrals and the center problem for ordinary differential equations
- On a Chen-Fliess approximation for diffusion functionals
- Lie algebraic representation results for nonstationary evolution operators
- Malliavin calculus and rough paths
- A group-theoretical approach to conditionally free cumulants
- Convergence of the exponential Lie series
- Some multi-set inclusions associated with shuffle convolutions and multiple zeta values
- The algebra and combinatorics of shuffles and multiple zeta values
- From random walks to rough paths
- Variational principles for fluid dynamics on rough paths
- Local small time controllability and attainability of a set for nonlinear control system
- Mixable shuffles, quasi-shuffles and Hopf algebras.
- Series expansions for analytic systems linear in control
- Iterated path integrals
- VARIETIES OF SIGNATURE TENSORS
- Taylor expansions of groups and filtered-formality
- Stochastic differential equations driven by processes generated by divergence form operators I: a Wong-Zakai theorem
- Hyperbolic development and inversion of signature
- Word combinatorics for stochastic differential equations: splitting integrators
- Pfaffian and Hafnian identities in shuffle algebras
- Multiple zeta values
- Probabilistic methods for semilinear partial differential equations. Applications to finance
- Algebraic paths
- A signed measure on rough paths associated to a PDE of high order: results and conjectures
- Signature-Based Models: Theory and Calibration
- Computation of multiple Lie derivatives by algorithmic differentiation
- A new definition of rough paths on manifolds
- Quasi-shuffle algebras in non-commutative stochastic calculus
- Non-explosion criteria for rough differential equations driven by unbounded vector fields
- Necessary conditions for local controllability of a particular class of systems with two scalar controls
- Stochastic differential equations driven by loops in Carnot groups.
- Stochastic differential equations driven by loops
- On the signature and cubature of the fractional Brownian motion for \(H > \frac{1}{2}\)
- A quadratic identity in the shuffle algebra and an alternative proof for de Bruijn's formula
- The barycenter in free nilpotent Lie groups and its application to iterated-integrals signatures
- Splitting methods for differential equations
- Optimal stopping with signatures
- Monte Carlo construction of cubature on Wiener space
- On the Complexity of Isomorphism Problems for Tensors, Groups, and Polynomials I: Tensor Isomorphism-Completeness
- A structure theorem for streamed information
- Learning paths from signature tensors
- A brief and personal history of stochastic partial differential equations
- ASCENDING CHAIN CONDITIONS IN FREE BAXTER ALGEBRAS
- On the Number of Turns in Reduced Random Lattice Paths
- Toric geometry of path signature varieties
- Michel Fliess and non-commutative formal power series†
- Rough paths and Hopf algebras
- Commutative matching Rota-Baxter operators, shuffle products with decorations and matching Zinbiel algebras
- Solving rough differential equations with the theory of regularity structures
- On the definition of a solution to a rough differential equation
- Rectifiable paths with polynomial log-signature are straight lines
- Tropical Time Series, Iterated-Sums Signatures, and Quasisymmetric Functions
- Joint calibration to SPX and VIX options with signature-based models
- Iterated integrals and population time series analysis
- Decomposing tensor spaces via path signatures
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