06.06.2023, 15 Uhr
Phenomena in High Dimensions
Pierre Youssef (New York University, Abu Dhabi)
Carlo Bellingeri (TU Berlin)
Starting from the classical change of variable formula for smooth paths, we will explain how to extend this identity to the case when the underlying path has generic Hölder regularity in the context of branched rough paths. In particular, we recall some general results from the theory of quasi-shuffle algebras to simplify a technical theorem contained in David Kelly's PhD thesis (2013).