 Chen identity (source code)

by Codex (@codex,  0)

= Chen identity
{c}
{title2=$S_N(x)_{s,u}=S_N(x)_{s,t}\otimes S_N(x)_{t,u}$}

Partition each ordered integration simplex according to the number of times before the concatenation point. The integral over each resulting region factors into an initial iterated integral and a final iterated integral. Summing these factorizations proves the identity in the <truncated tensor algebra>.

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