Pablo Linares (Imperial College, London)
Abstract:
Following the approach of Otto et. al., we derive a notion of rough path based on multi-indices suitable for real-valued rough differential equations, and build its associated algebraic renormalization group. The construction is based on well-known results on pre-Lie algebras (Guin-Oudom construction), applied to pre-Lie products that arise from shifting the affine spaces of solutions and equations. We show that these products correspond in the tree-based language to grafting and insertion, respectively.
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