Ramification of Volterra-type rough paths
نویسندگان
چکیده
We extend the new approach introduced in [24] and [25] for dealing with stochastic Volterra equations using ideas of Rough Path theory prove global existence uniqueness results. The main idea this is simple: Instead iterated integrals a path comprising data necessary to solve any equation driven by that path, now integral convolutions kernel comprise said data. This leads corresponding abstract objects called Volterra-type Paths, as well notion convolution product, an extension natural tensor product used Theory.
منابع مشابه
Ramification of rough paths
The stack of iterated integrals of a path is embedded in a larger algebraic structure where iterated integrals are indexed by decorated rooted trees and where an extended Chen’s multiplicative property involves the Dürr-Connes-Kreimer coproduct on rooted trees. This turns out to be the natural setting for a non-geometric theory of rough paths. MSC: 60H99; 65L99
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2023
ISSN: ['1083-6489']
DOI: https://doi.org/10.1214/22-ejp890