A geometric view on rough differential equations

Our contribution to the theory of rough paths is twofold. On the one hand we introduce tree algebras over topological vector spaces which yields a framework for branched rough path in infinite dimensional spaces. In particular, we derive a change-of-variables formula in this settings from a purely c...

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Bibliographic Details
Main Author: Weidner, Martin Philipp
Other Authors: Cass, Thomas
Published: Imperial College London 2018
Subjects:
510
Online Access:https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.754758