Renormalisation from non-geometric to geometric rough paths
arXiv:2007.14385 · doi:10.1214/21-AIHP1178
Abstract
The Hairer-Kelly map has been introduced for establishing a correspondence between geometric and non-geometric rough paths. Recently, a new renormalisation on rough paths has been proposed in (arxiv 1810.12179), built on this map and the Lyons-Victoir extension theorem. In this work, we compare this renormalisation with the existing ones such as BPHZ and the local products renormalisations. We prove that they commute in a certain sense with the Hairer-Kelly map and exhibit an explicit formula in the framework of (arxiv 1810.12179). We also see how the renormalisation behaves in the alternative approach in ( arXiv:1712.01965) for moving from non-geometric to geometric rough paths.
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