4 papers
Approximate Transitivity of Young Translation on Rough Paths
Carlo Bellingeri, Paul Gassiat, Hugo Nouaille
We show that Young translation has dense orbits in the space of rough paths: for any two geometric rough paths, one can translate the first by a sequence of smooth paths so that it…
Wick integrals
Carlo Bellingeri, Emilio Ferrucci
We introduce the Wick integral for a class of stochastic processes of bounded -variation which are not necessarily Gaussian. Th…
Generalized Euler-Maclaurin formula and Signatures
Carlo Bellingeri, Peter K. Friz, Sylvie Paycha
The Euler-Maclaurin formula which relates a discrete sum with an integral, is generalised to the setting of Riemann-Stieltjes sums and integrals on stochastic processes whose paths…
Branched Itô formula and natural Itô-Stratonovich isomorphism
Carlo Bellingeri, Emilio Ferrucci, Nikolas Tapia
Branched rough paths, defined as paths with values in the character group of the Connes-Kreimer Hopf algebra , constitute integration theories that may fai…