An isomorphism between branched and geometric rough paths
We exhibit an explicit natural isomorphism between spaces of branched and geometric rough paths. This provides a multi-level generalisation of the isomorphism of Lejay–Victoir [J. Differential Equations 225 (2006) 103–133] as well as a canonical version of the Itô–Stratonovich correction formula of...
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| Formaat: | Journal article |
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Institut Henri Poincaré
2019
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