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