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

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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


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RenormalizationofroughpathsAphysicalandalgebraicapproachofstochasticcalculus.J.U()JérémieUnterbergerLyon,June2010eRonmrlazitaoinfoorguhaphtsaMrddi02011/83
nalP1234AlgebraicpropertiesofiteratedintegralsRoughpathconstructionbyFouriernormalorderingExamplesofregularizationsFromconstructivefieldtheorytofractionalstochasticcalculus.J.U)(eRonmrlazitaoinfoorguhaphtsaMrddi02012/83
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