Related papers: Integrability of (non-)linear rough differential e…
In this paper, we investigate a class of doubly nonlinear evolutions PDEs. We establish sharp regularity for the solutions in H\"older spaces. The proof is based on the geometric tangential method and intrinsic scaling technique. Our…
We study Riemann-Lebesgue integrability of a vector function relative to an arbitrary non-negative set function. We obtain some classical integral properties. Results regarding the continuity properties of the integral and relationships…
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 develop the structure theory for transformations of weakly geometric rough paths of bounded $1 < p$-variation and their controlled paths. Our approach differs from existing approaches as it does not rely on smooth approximations. We…
Using rough path theory, we provide a pathwise foundation for stochastic It\^o integration, which covers most commonly applied trading strategies and mathematical models of financial markets, including those under Knightian uncertainty. To…
A new paradigm recently emerged in financial modelling: rough (stochastic) volatility, first observed by Gatheral et al. in high-frequency data, subsequently derived within market microstructure models, also turned out to capture…
Some new survival distributions are introduced based on a generalised exponential function. This class of distributions includes heavy-tailed generalisations of exponential, Weibull and gamma distributions. Properties of the distributions…
In this note, we obtain the rigidity of the sharp Cheng-Yau gradient estimate for positive harmonic functions on surfaces with nonegative Gaussian curvature, the rigidity of the sharp Li-Yau gradient estimate for positive solutions to heat…
Deep learning is increasingly becoming a promising pathway to improving the accuracy of sub-grid scale (SGS) turbulence closure models for large eddy simulations (LES). We leverage the concept of differentiable turbulence, whereby an…
In this paper we study the robustness of dynamically gradient multivalued semiflows. As an application, we describe the dynamical properties of a family of Chafee-Infante problems approximating a differential inclusion studied in [3],…
We prove two-sided inequalities between the integral moduli of smoothness of a function on $\mathbb{R}^d/\mathbb{T}^d$ and the weighted tail-type integrals of its Fourier transform/series. Sharpness of obtained results in particular is…
We consider the linear complementarity problem with uncertain data modeled by intervals, representing the range of possible values. Many properties of the linear complementarity problem (such as solvability, uniqueness, convexity, finite…
We study weak-type estimates and exponential integrability for the variable order Riesz potential. As an application we prove an exponential integrability result with respect to the Hausdorff content for functions from variable exponent…
Complex analysis is a powerful tool to study classical integrable systems, statistical physics on the random lattice, random matrix theory, topological string theory,... All these topics share certain relations, called "loop equations" or…
We propose a novel approach to tackle integrability problem for evolutionary differential-difference equations (D$\Delta$Es) on free associative algebras, also referred to as nonabelian D$\Delta$Es. This approach enables us to derive…
We continue the approach in Part I \cite{duchong19} to study stationary states of controlled differential equations driven by rough paths, using the framework of random dynamical systems and random attractors. Part II deals with driving…
In this paper, we accomplish the existence and stability of the solution of a class of delay rough partial differential equations (DRPDEs). Moreover, we prove that the solution of DRPDEs can converge to that of RPDEs in sense of some…
This paper is concerned with higher H\"older regularity for viscosity solutions to non-translation invariant second order integro-PDEs, compared to \cite{mou2018}. We first obtain $C^{1,\alpha}$ regularity estimates for fully nonlinear…
The Riemann-Hilbert problem associated with the integrable PDE is used as a nonlinear transformation of the nearly integrable PDE to the spectral space. The temporal evolution of the spectral data is derived with account for arbitrary…
The nonlinear rheological properties of dense colloidal suspensions under steady shear are discussed within a first principles approach. It starts from the Smoluchowski equation of interacting Brownian particles in a given shear flow,…