Ramification of rough paths

2006/10/09 by Massimiliano Gubinelli, Gubinelli, M. · 8 citations
Mathematics · #60H99 #65L99 #Advanced Algebra and Geometry #Advanced Topics in Algebra #Classical Analysis and ODEs (math.CA) #FOS: Mathematics #advanced mathematical theories

paper · pdf · doi:10.48550/arxiv.math/0610300

openalex publication_date 2006/10/09 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

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.

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