Ramification of rough paths

Details Ramification of rough paths Ramification of rough paths

2006-10-09

arxiv.org/abs/math/0610300v1

Mathematics

Classical Analysis and ODEs

28 pages

Scientific paper

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.

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