An isomorphism between branched and geometric rough paths
From MaRDI portal
Publication:2320397
DOI10.1214/18-AIHP912zbMath1426.60065arXiv1712.01965OpenAlexW3105419426MaRDI QIDQ2320397
Ilya Chevyrev, Horatio Boedihardjo
Publication date: 22 August 2019
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1712.01965
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Hopf algebras and their applications (16T05)
Related Items (6)
Renormalisation from non-geometric to geometric rough paths ⋮ The Sewing lemma for \(0 < \gamma \leq 1\) ⋮ Quasi‐shuffle algebras and renormalisation of rough differential equations ⋮ Constructing general rough differential equations through flow approximations ⋮ A rough path perspective on renormalization ⋮ A remainder estimate for branched rough differential equations
Cites Work
- Unnamed Item
- Unnamed Item
- The signature of a rough path: uniqueness
- The Jain-Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory
- Integrability and tail estimates for Gaussian rough differential equations
- A theory of regularity structures
- Characteristic functions of measures on geometric rough paths
- Integration of paths, geometric invariants and a generalized Baker-Hausdorff formula
- Ramification of rough paths
- Uniqueness for the signature of a path of bounded variation and the reduced path group
- Stochastic flows and Taylor series
- Differential equations driven by rough signals
- Decay rate of iterated integrals of branched rough paths
- Finite dimensional comodules over the Hopf algebra of rooted trees
- Geometric versus non-geometric rough paths
- Tail estimates for Markovian rough paths
- General rough integration, Lévy rough paths and a Lévy-Kintchine-type formula
- Random walks and Lévy processes as rough paths
- An extension theorem to rough paths
- Euler estimates for rough differential equations
- On \((p,q)\)-rough paths
- Lévy processes and quasi-shuffle algebras
- Differential Equations Driven byΠ-Rough Paths
- Cubature on Wiener space
- A smooth subadditive homogeneous norm on a homogeneous group
- Multidimensional Stochastic Processes as Rough Paths
- Free Pre-Lie Algebras are Free as Lie Algebras
- Hardy Spaces on Homogeneous Groups. (MN-28), Volume 28
- On minimal ∗-identities of matrices∗
- The exponential Lie series for continuous semimartingales
- Numerical Methods for Ordinary Differential Equations
This page was built for publication: An isomorphism between branched and geometric rough paths