Ramification of rough paths

Massimiliano Gubinelli (1)

1 LM-Orsay - Laboratoire de Mathématiques d'Orsay

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.

Mots clés: rough paths; rooted trees

Domaines: Analyse classique [math.CA]

Massimiliano Gubinelli. Ramification of rough paths. Journal of Differential Equations, 2010, 248 (4), pp.693-721. ⟨10.1016/j.jde.2009.11.015⟩. ⟨hal-00143655⟩