Webnon-existing iterated integrals t s Xj r dX k r, and higher order iterated integrals, which provide a partial description of what happens to X during any time interval (s,t). … Webnatural class of controlled paths with respect to a rough path on a manifold. We de ne the rough integral for a suitable class of integrands controlled by a rough path on a manifold, …
How to calculate signatures numerically in rough path theory.
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(PDF) An Introduction to Rough Paths - ResearchGate
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