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    • CommentRowNumber1.
    • CommentAuthorUrs
    • CommentTimeJul 11th 2013

    stub for iterated integral (more references as soon as the nLab wakes up again…)

    • CommentRowNumber2.
    • CommentAuthorTobyBartels
    • CommentTimeJul 21st 2013

    Since I feel like I might want to someday link to this from a page on a more elementary topic, I put some more general stuff up front.

    • CommentRowNumber3.
    • CommentAuthorzskoda
    • CommentTimeJul 17th 2024

    Added redirects Chen integral and Chen iterated integral as apart from first sentence the entry is really about this particular case (maybe we should split eventually ?).

    diff, v8, current

    • CommentRowNumber4.
    • CommentAuthorzskoda
    • CommentTimeJul 17th 2024

    Chen iterated integrals in the context of stochastic analysis

    • Terry J. Lyons,_ Differential equations driven by rough signals_, Rev. Mat. Iberoamericana 14(2):215–310, 1998 pdf

    diff, v8, current

    • CommentRowNumber5.
    • CommentAuthorUrs
    • CommentTimeJul 17th 2024

    I have fixed the underscores.

    (Of course I understand that your native language does not have underscores, so that it’s not your fault ;-)

    diff, v9, current

    • CommentRowNumber6.
    • CommentAuthorzskoda
    • CommentTimeJul 17th 2024

    Urs, I am working on the page, wait until it stabilizes…correcting between else’s line edits is not the best usage of resources.

    • CommentRowNumber7.
    • CommentAuthorzskoda
    • CommentTimeJul 17th 2024
    • Terry J. Lyons, Michael Caruana, Thierry Lévy, Differential equations driven by rough paths, Springer LNM 1908 (2007)