A rough path perspective on renormalization

Author:

Bruned Y.,Chevyrev I.,Friz P.K.,Preiß R.

Funder

European Research Council

DFG

Junior Research Fellowship of St John's College, Oxford

Leverhulme Trust

Publisher

Elsevier BV

Subject

Analysis

Reference41 articles.

1. A regularity structure for rough volatility;Bayer;Math. Finance,2019

2. Flots et séries de Taylor stochastiques;Ben Arous;Probab. Theory Related Fields,1989

3. Decay rate of iterated integrals of branched rough paths;Boedihardjo;Ann. Inst. H. Poincaré Anal. Non Linéaire,2018

4. An isomorphism between branched and geometric rough paths;Boedihardjo;Ann. Inst. Henri Poincaré Probab. Stat.,2019

5. Renormalising SPDEs in regularity structures;Bruned;J. Eur. Math. Soc. (JEMS),2019

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