Timeline for Understand rough path iterated integral and how to compute it numerically?
Current License: CC BY-SA 4.0
18 events
| when toggle format | what | by | license | comment | |
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| Aug 14, 2018 at 21:19 | comment | added | Creator | Thank you so much. I am still trying to understand the concepts of iterated integral but not yet successful. I would love to know the answer. | |
| Aug 14, 2018 at 21:12 | comment | added | JeremyR | Yes. That looks like a mistake. I'm preparing an answer to your math.se question by the way. | |
| Aug 14, 2018 at 20:36 | comment | added | Creator | arxiv.org/pdf/1802.08252.pdf is there a mistake on page 2, at the end of of the paragraph, after equation 1, the upper limit of the integral should be 'b' instead of t? If 't' it is not even a definite integral? | |
| Aug 9, 2018 at 8:37 | comment | added | JeremyR | Do you mean the length of the upper index should never be less than one? In this way I'm using ellipses, (j_1,...,j_h) is the empty tuple when h=0. Similar to the way \sum_{i=1}^0 doesn't sum anything. | |
| Aug 8, 2018 at 21:39 | comment | added | Creator | As per this $(b_{i+1})^{(j_1,\dots,j_k)}=\sum_{h=0}^k(b_i)^{(j_1,\dots\,j_h)}(a_{i+1})^{(j_{h+1},\dots,j_k)}$ the upper index of $a_2$ should never be less then one, then how do we get for each term for $b_2$ with Upper index of $a_2$ less that one? | |
| Aug 7, 2018 at 0:30 | history | edited | JeremyR | CC BY-SA 4.0 |
misplaced X
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| Aug 7, 2018 at 0:25 | comment | added | JeremyR | Your example is two-dimensional. I have added it in. It's a bit verbose. I hope it makes sense. | |
| Aug 7, 2018 at 0:23 | history | edited | JeremyR | CC BY-SA 4.0 |
Add specific 3-point path
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| Aug 6, 2018 at 22:41 | comment | added | Creator | May I request to show a numerical example for one dimensional case. Say N=3 and points are (1,5),(2,9) and (3,4). | |
| Nov 14, 2016 at 11:17 | comment | added | Zbigniew | Better way to explain this is to use the Hopf algebra in context of rough paths theory see for example this paper arxiv.org/pdf/math/0610300.pdf | |
| Feb 17, 2016 at 11:48 | history | edited | JeremyR | CC BY-SA 3.0 |
corrected k<K to k<=K
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| Jun 4, 2015 at 6:51 | vote | accept | Jedi | ||
| Jun 2, 2015 at 13:35 | comment | added | JeremyR | I have added specific working in the piecewise linear case, which is the obvious case where it can be calculated numerically. | |
| Jun 2, 2015 at 13:33 | history | edited | JeremyR | CC BY-SA 3.0 |
added explicit working for piecewise linear path
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| Jun 2, 2015 at 7:42 | comment | added | Jedi | Thanks, after all these days, finally one answer!My problem is, I can understand the integral representation, but I have no idea how to compute it numerically? Any suggestion? | |
| Jun 1, 2015 at 19:54 | review | Late answers | |||
| Jun 1, 2015 at 20:03 | |||||
| Jun 1, 2015 at 19:39 | review | First posts | |||
| Jun 1, 2015 at 20:03 | |||||
| Jun 1, 2015 at 19:36 | history | answered | JeremyR | CC BY-SA 3.0 |