Ramification of rough paths
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Publication:846967
DOI10.1016/J.JDE.2009.11.015zbMATH Open1315.60065arXivmath/0610300OpenAlexW1975455351MaRDI QIDQ846967FDOQ846967
Authors: Massimiliano Gubinelli 
Publication date: 16 February 2010
Published in: Journal of Differential Equations (Search for Journal in Brave)
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 Chen's multiplicative property involves the D"urr-Connes-Kreimer coproduct on rooted trees. This turns out to be the natural setting for a non-geometric theory of rough paths.
Full work available at URL: https://arxiv.org/abs/math/0610300
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