Rough change of variable formula for branched rough paths and quasi-shuffle algebras

01.11. bis 01.11.2019, 11:15  –  Haus 9, Raum 2.22
Arbeitsgruppenseminar Analysis

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).