English
Related papers

Related papers: A stochastic Taylor-like expansion in the rough pa…

200 papers

This article shows an It\^o-Wentzell type formula adapted to rough paths with $\alpha$-H\"older regularity $\alpha \in (\frac{1}{3},\frac{1}{2}]$. We improve previous results of R. Castrequini and P. Catuogno for the Young integral and C.…

Probability · Mathematics 2022-06-22 Rafael A. Castrequini , Pedro J. Catuogno , Alvaro E. Machado Hernandez

We show in this note that the Ito-Lyons solution map associated to a rough differential equation is Frechet differentiable when understood as a map between some Banach spaces of controlled paths. This regularity result provides an…

Probability · Mathematics 2015-04-30 I. Bailleul

We show that every $\mathbb{R}^d$-valued Sobolev path with regularity $\alpha$ and integrability $p$ can be lifted to a Sobolev rough path provided $\alpha < 1/p<1/3$. The novelty of our approach is its use of ideas underlying Hairer's…

Probability · Mathematics 2023-01-24 Chong Liu , David J. Prömel , Josef Teichmann

An asymptotic expansion with respect to a small parameter of the solution of the Cauchy problem is constructed for a system of three transfer equations, two of which are singularly perturbed by the degeneracy of the entire senior part of…

Analysis of PDEs · Mathematics 2023-08-22 Andrey Nesterov

Let $N(t)$ be the collection of particles alive at time $t$ in a branching Brownian motion in $\mathbb{R}^d$, and for $u\in N(t)$, let $\mathbf{X}_u(t)$ be the position of particle $u$ at time $t$. For $\theta\in \mathbb{R}^d$, we define…

Probability · Mathematics 2023-10-31 Haojie Hou , Yan-Xia Ren , Renming Song

We give meaning to linear and semi-linear (possibly degenerate) parabolic partial differential equations with (affine) linear rough path noise and establish stability in a rough path metric. In the case of enhanced Brownian motion (Brownian…

Probability · Mathematics 2013-01-17 Peter Friz , Harald Oberhauser

Turing progressions have been often used to measure the proof-theoretic strength of mathematical theories. Turing progressions based on $n$-provability give rise to a $\Pi_{n+1}$ proof-theoretic ordinal. As such, to each theory $U$ we can…

Logic · Mathematics 2015-08-04 Joost J. Joosten

We investigate a particular aspect of the asymptotic expansion of the Wright function ${}_1\Psi_1(z)$ for large $|z|$. The form of the exponentially small expansion associated with this function on certain rays in the $z$-plane (known as…

Classical Analysis and ODEs · Mathematics 2014-03-25 Richard B Paris

We implement a Laplace method for the renormalised solution to the generalised 2D Parabolic Anderson Model (gPAM) driven by a small spatial white noise. Our work rests upon Hairer's theory of regularity structures which allows to generalise…

Probability · Mathematics 2022-03-22 Peter K. Friz , Tom Klose

In this article, we study integrals on the unitary group with respect to the Haar measure. We give a combinatorial interpretation in terms of maps of the asymptotic topological expansion, established previously by Guionnet and Novak. The…

Probability · Mathematics 2024-11-08 Thomas Buc-d'Alché

We consider rough paths with jumps. In particular, the analogue of Lyons' extension theorem and rough integration are established in a jump setting, offering a pathwise view on stochastic integration against cadlag processes. A class of…

Probability · Mathematics 2014-12-01 Peter Friz , Atul Shekhar

A peculiar feature of It\^o's calculus is that it is an integral calculus that gives no explicit derivative with a systematic differentiation theory counterpart, as in elementary calculus. So, can we define a pathwise stochastic derivative…

Probability · Mathematics 2010-05-25 Hassan Allouba

A branched rough path $X$ consists of a rough integral calculus for $X \colon [0, T] \to \mathbb R^d$ which may fail to satisfy integration by parts. Using Kelly's bracket extension [Kel12], we define a notion of pushforward of branched…

Classical Analysis and ODEs · Mathematics 2023-11-29 Emilio Ferrucci

We develop a general framework for pathwise stochastic integration that extends F\"ollmer's classical approach beyond gradient-type integrands and standard left-point Riemann sums and provides pathwise counterparts of It\^o, Stratonovich,…

Probability · Mathematics 2025-07-24 Purba Das , Anna P. Kwossek , David J. Prömel

In this paper we engage in a general study of the asymptotic expansion of the Witten-Reshetikhin-Turaev invariants of mapping tori of surface mapping class group elements. We use the geometric construction of the Witten-Reshetikhin-Turaev…

Differential Geometry · Mathematics 2018-10-30 Jørgen Ellegaard Andersen , William Elbæk Petersen

Based on two isomorphisms of Hopf algebras, we provide a bound in the optimal order on the remainder of the truncated Taylor expansion for controlled differential equations driven by branched rough paths.

Probability · Mathematics 2023-01-23 Danyu Yang

Rough path theory is focused on capturing and making precise the interactions between highly oscillatory and non-linear systems. It draws on the analysis of LC Young and the geometric algebra of KT Chen. The concepts and the uniform…

Probability · Mathematics 2014-05-20 Terry Lyons

Large classes of multi-dimensional Gaussian processes can be enhanced with stochastic Levy area(s). In a previous paper, we gave sufficient and essentially necessary conditions, only involving variational properties of the covariance.…

Probability · Mathematics 2007-11-06 Peter Friz , Nicolas Victoir

We prove that the classical Laplace asymptotic expansion (AE) of $\int_{\mathbb R^d} g(x)e^{-nu(x)}dx$, $n\gg1$ extends to the high-dimensional regime in which $d$ may grow large with $n$. More specifically, we use new techniques suitable…

Classical Analysis and ODEs · Mathematics 2025-06-13 Anya Katsevich

Path dependence is omnipresent in many disciplines such as engineering, system theory and finance. It reflects the influence of the past on the future, often expressed through functionals. However, non-Markovian problems are often…

Mathematical Finance · Quantitative Finance 2023-03-03 Bruno Dupire , Valentin Tissot-Daguette