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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Rooted trees, Hopf algebras and rough paths
有根树 Hopf代数 粗路径
2023/11/15
In this talk, we first recall some classical Hopf algebras on rooted trees, including Connes-Kreimer Hopf algebra and Loday-Ronco Hopf algebra. Then we give a combinatorial description of the coproduc...
Notes on area operator, geometric 2-rough paths and Young integral when p^-1+q^-1=1
Notes area operator geometric 2-rough paths Young integral
2012/4/17
1.When equipped with 2-rough norm and restricted to continuous paths with bounded variation, the area operator is a closable unbounded operator. 2.The area defined through Riemann-Stieltjes integral i...
This note is a review of known results about the paths of security prices in idealized financial markets that satisfy a version of the no-arbitrage condition. Without making any probabilistic assumpt...