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Integration of time-varying cocyclic one-forms against rough paths (1408.2785v6)

Published 12 Aug 2014 in math.CA

Abstract: We embed the rough integration in a larger geometrical/algebraic framework of integrating one-forms against group-valued paths, and reduce the rough integral to an inhomogeneous analogue of the classical Young integral. We define dominated paths as integrals of one-forms, and demonstrate that they are stable under basic operations.

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