Renormalisation from non-geometric to geometric rough paths

نویسندگان

چکیده

L’application de Hairer–Kelly a été introduite pour établir une correspondance entre les chemins rugueux géométriques et non-géométriques. Récemment, nouvelle renormalisation sur proposée dans (Proc. Lond. Math. Soc. 121(2) (2020) 220–251), construite d’après cette application le théorème d’extension Lyons–Victoir. Dans ce travail, on compare avec celles déjà existantes comme la BPHZ des produits locaux. On montre qu’elles commutent un certain sens l’application dévoile formule explicite contexte 220–251). considère aussi comportement ces renormalisations l’approche alternative (Ann. Inst. Henri Poincaré Probab. Stat. 55(2) (2019) 1131–1148) qui permet passer d’un chemin non-géométrique à géométrique.

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ژورنال

عنوان ژورنال: Annales de l'I.H.P

سال: 2022

ISSN: ['0246-0203', '1778-7017']

DOI: https://doi.org/10.1214/21-aihp1178