The Euler-Maclaurin formula and generalised iterated integrals

Abstract: Considered one of the key identities in classical analysis, the Euler-McLaurin formula is one of the standard tools for relating sums and integrals, with remarkable applications in many areas of mathematics, although it is little used in stochastic analysis. In this talk, we will show how, by introducing new variants of the iterated integrals of a path and a simple variational problem, we can generalise this identity in the context of Riemann Stieltjes integration. Joint work with Sylvie Paycha (Potsdam) and Peter Friz (TU Berlin and WIAS)

machine learningcommutative algebraalgebraic geometryalgebraic topologycombinatoricscategory theoryoperator algebrasrings and algebrasrepresentation theory

Audience: researchers in the topic

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Algebraic and Combinatorial Perspectives in the Mathematical Sciences

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