## a rough path?

Who?
Joscha Diehl (HU Berlin)
When?
2009/12/18, 12:30
Before the BMS Friday Colloquium by Prof. Peter Friz
Where?
Urania Berlin, at the BMS Loft (2nd floor)
Consider a $\mathbb{R}^d$-valued continuous function on $[0,1]$ that has finite length (i.e. finite variation). One can define integration with respect to such a function via the classical Riemann-Stieltjes integral.
Rough path theory enables us to define integration with respect to functions of infinite length. It turns out that these paths must first be endowed (non-canonically) with more information, which leads to paths not taking values in $\mathbb{R}^d$, but some bigger space (a certain Lie group).