| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4612480 | Journal of Differential Equations | 2010 | 29 Pages |
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 Dürr–Connes–Kreimer coproduct on rooted trees. This turns out to be the natural setting for a non-geometric theory of rough paths.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
