Related papers: A uniform estimate for rough paths
When the one-form is $Lip\left(\gamma-1\right) $ with $\gamma >p\geq 1$, we construct the integral of a branched $p$-rough path, which defines another branched $p$-rough path. We derive a quantitative bound for this integral and prove that…
We derive explicit distance bounds for Stratonovich iterated integrals along two Gaussian processes (also known as signatures of Gaussian rough paths) based on the regularity assumption of their covariance functions. Similar estimates have…
We establish universal approximation theorems for infinite-dimensional geometric rough paths, i.e., we show that continuous functions on the space of infinite-dimensional weakly geometric H\"older continuous rough paths can be approximated…
We establish a universal approximation theorem for signatures of rough paths that are not necessarily weakly geometric. By extending the path with time and its rough path bracket terms, we prove that linear functionals of the signature of…
Lyons' Rough Path theory is currently formulated in p-variation topology. We extend his main-result, the Universal Limit Theorem, to a stronger Hoelder topology. Several approximations to Brownian Rough Paths are studied. As application of…
A recently developed analytical method for systematic improvement of the convergence of path integrals is used to derive a generalization of Euler's summation formula for path integrals. The first $p$ terms in this formula improve…
Rough paths techniques give the ability to define solutions of stochastic differential equations driven by signals $X$ which are not semimartingales and whose $p$-variation is finite only for large values of $p$. In this context, rough…
This paper revisits the concept of rough paths of inhomogeneous degree of smoothness (geometric \Pi-rough paths in our terminology) sketched by Lyons ("Differential equations driven by rough signals", Revista Mathematica Iber. Vol 14, Nr.…
We build a connection between rough path theory and noncommutative algebra, and interpret the integration of geometric rough paths as an example of a non-abelian Young integration. We identify a class of slowly-varying one-forms, and prove…
We discuss $p$-variation regularity of real-valued functions defined on $[0,T]^2$, based on rectangular increments. When $p>1$, there are two slightly different notions of $p$-variation; both of which are useful in the context of Gaussian…
The theory of rough paths arose from a desire to establish continuity properties of ordinary differential equations involving terms of low regularity. While essentially an analytic theory, its main motivation and applications are in…
We establish $L^p$-type universal approximation theorems for general and non-anticipative functionals on suitable rough path spaces, showing that linear functionals acting on signatures of time-extended rough paths are dense with respect to…
We use simple sub-Riemannian techniques to prove that an arbitrary geometric p-rough path in the sense of Lyons (98) is the limit in sup-norm of a sequence of canonically lifted smooth paths, which are uniformly bounded in p-variation,…
We construct in this article an explicit geometric rough path over arbitrary $d$-dimensional paths with finite $1/\alpha$-variation for any $\alpha\in(0,1)$. The method may be coined as 'Fourier normal ordering', since it consists in a…
Parallel transport, or path development, provides a rich characterization of paths which preserves the underlying algebraic structure of concatenation. The path signature is universal among such maps: any (translation-invariant) parallel…
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…
The goal of these notes is to provide an introduction to rough partial differential equations. For this purpose, we will present the theory of rough paths to the extend as it is required. Applications to stochastic partial differential…
We establish global universal approximation theorems on spaces of piecewise linear paths, stating that linear functionals of the corresponding signatures are dense with respect to $L^p$- and weighted norms, under an integrability condition…
A geometric p-rough path can be seen to be a genuine path of finite p-variation with values in a Lie group equipped with a natural distance. The group and its distance lift (R^{d},+,0) and its Euclidean distance. This approach allows us to…
We present a novel perspective on the universal approximation theorem for rough path functionals, introducing a polynomial-based approximation class. We extend universal approximation to non-geometric rough paths within the tensor algebra.…