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Integration of geometric rough paths

Published 18 Nov 2016 in math.CA | (1611.06144v1)

Abstract: We build a connection between rough path theory and noncommutative algebra, and interpret the integration of geometric rough paths as an example of a non-abelian Young integration. We identify a class of slowly-varying one-forms, and prove that the class is stable under basic operations. In particular rough path theory is extended to allow a natural class of time varying integrands.

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