forelesning

After a general introduction to rough path theory (26. Jan., 2. Feb.), we discussed Chen?s relation and defined the space of (geometric) rough paths. Further, we studied the link beween rough path theory and geometry and gave a characterization of geometric rough paths by means of Lie groups (9., 16. Feb.). See Chapter 2 in the book of Friz, Hairer. In our next lesson (23. Feb.) we aim at giving the construction of a rough path integral of 1-forms by using the so-called Sewing Lemma. See Chapter 4 in Friz, Hairer.