# Questions tagged [iterated-integral]

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### Infinite sum of iterated integrals of matrix products

Originally asked over at Stackexchange (https://math.stackexchange.com/questions/4169812/infinite-sum-of-iterated-integrals-of-matrix-products), but this forum was deemed more appropriate. The problem:...
199 views

### Is it possible to express $\int_{0+\epsilon}^{1-\epsilon}\left(\sqrt{1-x^2}^{\sqrt{1-x^2}^{\cdots}}\right) dx$ in elementary functions?

let $\epsilon >0$, I tried to evaluate $\int_{0+\epsilon}^{1-\epsilon}\left(\sqrt{1-x^2}^{\sqrt{1-x^2}^{\cdots}}\right) dx$ , using the fact $x= \cos t$ yield to have integrand using $\sin$ ...
150 views

### Time ordered integral involving beta function:

Any help on unpacking integrals of the following type, would be helpful: $$\int_0^1 \int_0^r r^a (1-r)^b t^n (1-t)^m dr dt$$ where $a, b, n, m \in \mathbb{N}$ and $0 \le t \le 1$. Edit/...
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849 views

### Understand rough path iterated integral and how to compute it numerically?

The "signature" of rough path theory is defined by iterated integral as $s(k)=\int_{0 \le u_1 \le \cdots \le u_k \le t} \mathrm{d}X_{u_1} \otimes \cdots \otimes \mathrm{d}X_{u_k}$ in witch $X(t)$ is ...
247 views

### Chen's iterated integrals and free loop space

I recently found out about Chen's iterated integrals for paths in a differentiable manifold, and I was wondering if an analogous construction exists for free loops, i.e. a set of variables one ...
For a smooth manifold $X$, let $B_s(X)$ denote the space of iterated integrals of length at most $s$. Here we consider iterated integrals as functions on the path space $PX$. Fix a base point $x_0$ ...