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

The problem of the Taylor-Ito and Taylor-Stratonovich expansions of the Ito stochastic processes in a neighborhood of a fixed moment of time is considered. The classical forms of the Taylor-Ito and Taylor-Stratonovich expansions are…

The aim of this work is to characterize three fundamental normalization proprieties in lambda-calculus trough the Taylor expansion of $ \lambda$-terms. The general proof strategy consists in stating the dependence of ordinary reduction…

We extend the recently developed rough path theory for Volterra equations from (Harang and Tindel, 2019) to the case of more rough noise and/or more singular Volterra kernels. It was already observed in (Harang and Tindel, 2019) that the…

We present an asymptotic expansion for a family of multiple integrals connected with relatives of the Dickman function. The coefficients of this expansion have a similar arithmetic structure as those appearing in work of Soundararajan on an…

We give an overview of the recent approach to the integration of rough paths that reduces the problem to classical Young integration. As an application, we extend an argument of Schwartz to rough differential equations, and prove the…

Rough sheets are two-parameter analogs of rough paths. In this work the theory of integration over functions of two parameters is extended to cover the case of irregular functions by developing an appropriate notion of rough sheet. The main…

For sequences of non-lattice weakly dependent random variables, we obtain asymptotic expansions for Large Deviation Principles. These expansions, commonly referred to as strong large deviation results, are in the spirit of Edgeworth…

By using the theory of maximal $L^{q}$-regularity and methods of singular analysis, we show a Taylor's type expansion--with respect to the geodesic distance around an arbitrary point--for solutions of quasilinear parabolic equations on…

We use Mellin transforms to compute a full asymptotic expansion for the tail of the Laplace transform of the squared $L^2$-norm of any multiply-integrated Brownian sheet. Through reversion we obtain corresponding strong small-deviation…

We obtain the asymptotic expansion for the Gauss hypergeometric function \[F(a-\lambda,b+\lambda;c+i\alpha\lambda;z)\] for $\lambda\rightarrow+\infty$ with $a$, $b$ and $c$ finite parameters by application of the method of steepest…

We show a statistical version of Taylor's theorem and apply this result to non-parametric density estimation from truncated samples, which is a classical challenge in Statistics \cite{woodroofe1985estimating, stute1993almost}. The…

We find convergent double series expansions for Legendre's third incomplete elliptic integral valid in overlapping subdomains of the unit square. Truncated expansions provide asymptotic approximations in the neighbourhood of the logarithmic…

We construct a pathwise integration theory, associated with a change of variable formula, for smooth functionals of continuous paths with arbitrary regularity defined in terms of the notion of $p$-th variation along a sequence of time…

Within the context of rough path analysis via fractional calculus, we show how variability can be used to prove the existence of integrals with respect to H\"older continuous multiplicative functionals in the case of Lipschitz coefficients…

We consider nonlinear parabolic evolution equations of the form $\partial_{t}u=F(t,x,Du,D^{2}u) $, subject to noise of the form $H(x,Du) \circ dB$ where $H$ is linear in $Du$ and $\circ dB$ denotes the Stratonovich differential of a…

We consider a Brownian motion with drift in the quarter plane with orthogonal reflection on the axes. The Laplace transform of its stationary distribution satisfies a functional equation, which is reminiscent from equations arising in the…

Among Thurston maps (orientation-preserving, postcritically finite branched coverings of the 2-sphere to itself), those that arise as subdivision maps of a finite subdivision rule form a special family. For such maps, we investigate…

In this paper, we investigate the coefficients of the Taylor expansion of the complex $L$-series of any elliptic curve over $\mathbb{Q}$. We prove that, in the family of quadratic twists by all the discriminants $d$, these coefficients are…

This paper addresses the estimation problem of an unknown drift parameter matrix for a fractional Ornstein-Uhlenbeck process in a multi-dimensional setting. To tackle this problem, we propose a novel approach based on rough path theory that…

The escape rate of a stochastic dynamical system can be found as an expansion in powers of the noise strength. In previous work the coefficients of such an expansion for a one-dimensional map were fitted to a general form containing a few…