Rough paths and SPDE
Résumé
After a brief survey on rough paths theory, from the seminal paper of T. Lyons to its recent developments, this proceeding provides details on C. Bellingeri, Y. Bruned and A. Fermanian's talks during the Journées MAS 2020: a new formulation and a generalization of the signature operator, an extension of branched rough paths called Volterra branched rough paths, and recurrent neural networks investigated as a kernel method thanks to the signature operator and neural ODEs.
Domaines
Probabilités [math.PR]| Origine | Fichiers éditeurs autorisés sur une archive ouverte |
|---|
