Renormalization of rough paths A physical and algebraic approach of stochastic calculus

Jeremie Unterberger

Description

Renormalization of rough paths A physical and algebraic approach of stochastic calculus Jérémie Unterberger Lyon, June 2010 J.U. () Renormalization of rough paths Madrid 2010 1 / 38

• euler scheme


• algebraic properties


• shu?e property ??


• rough paths


• fourier normal


• xts has


• shu?e property


• hopf algebraic

Sujets

• Unterberger

Informations

• Publié par: profil-urra-2012
• Nombre de lectures: 16
• Langue: English

Extrait

Renormalizationofroughpaths Aphysicalandalgebraicapproachofstochasticcalculus .J.U() JérémieUnterberger Lyon,June2010 eRonmrlazitaoinfoorguhaphtsaMrddi02011/83

nalP 1 2 3 4 Algebraicpropertiesofiteratedintegrals RoughpathconstructionbyFouriernormalordering Examplesofregularizations Fromconstructivefieldtheorytofractionalstochasticcalculus .J.U)(eRonmrlazitaoinfoorguhaphtsaMrddi02012/83

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