|
Abstract |
A smooth rough path is a lifting of an ordinary Lipschitz continuous path by including its iterated integrals. A rough path is a generalization of sequences of "iterated integrals" by removing the concept of ordinary paths. These concept finds important applications in some research areas. In this talk I will describe a differential structure on the space of rough paths, and to identify the tangent spaces. I also describe a theory of dynamical systems over the space of rough path (which is a curved infinite dimensional space), leave open problems to explore in the future. |
