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We give an overview of the recent approach to the integration of rough paths that reduces the problem to classical Young integration.
An inequality of the hölder type, connected with stieltjes integration
L. C. Young · 1936
Earlier work this paper cites.
Singular integrals and differentiability properties of functions
E. M. Stein · 1970
Earlier work this paper cites.
An algebraic theory of integration methods
J. C. Butcher · 1972
Earlier work this paper cites.
La convergence de la série de picard pour les eds (equations différentielles stochastiques)
L. Schwartz · 1989
Earlier work this paper cites.
Differential equations driven by rough signals. i. an extension of an inequality of lc young
T. Lyons · 1994
Earlier work this paper cites.
Differential equations driven by rough signals
T. J. Lyons · 1998
Cited alongside, same era.
Hopf algebras, renormalization and noncommutative geometry
A. Connes and D. Kreimer · 1999
Cited alongside, same era.
Free lie algebras
C. Reutenauer · 2003
Cited alongside, same era.
Controlling rough paths
M. Gubinelli · 2004
Cited alongside, same era.
Differential equations driven by rough paths
T. J. Lyons, M. Caruana, and T. Lévy · 2007
Later among the works it cites.
Ramification of rough paths
M. Gubinelli · 2010
Later among the works it cites.
Fractional order taylor’s series and the neo-classical inequality
K. Hara and M. Hino · 2010
Later among the works it cites.
Integration of time-varying cocyclic one-forms against rough paths
T. J. Lyons and D. Yang · 2014
Later among the works it cites.
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