Related papers: A uniform estimate for rough paths
We prove an integral formula for continuous paths of rectangles inscribed in a piecewise smooth loop. We then use this integral formula to show that (with a very mild genericity hypothesis) the number of rectangle coincidences, informally…
We give necessary and sufficient topological conditions for a simple closed curve on a real rational surface to be approximable by smooth rational curves. We also study approximation by smooth rational curves with given complex…
The aim of this study is to analyze the properties of harmonic fields in the vicinity of rough boundaries where either a constant potential or a zero flux is imposed, while a constant field is prescribed at an infinite distance from this…
We introduce in this work a concept of rough driver that somehow provides a rough path-like analogue of an enriched object associated with time-dependent vector fields. We use the machinery of approximate flows to build the integration…
In recent work, the first two authors constructed a generalized continued fraction called the $p$-continued fraction, characterized by the property that its convergents (a subsequence of the regular convergents) are best approximations with…
We prove that the tail probabilities of sums of independent uniform random variables, up to a multiplicative constant, are dominated by the Gaussian tail with matching variance and find the sharp constant for such stochastic domination.
We consider mappings satisfying a certain estimate of the distortion of the modulus of families of paths, similar to the geometric definition of quasiconformal mappings. Under appropriate restrictions, we show that the class of such…
In this paper we give a unified approach in categorical setting to the problem of finding the Galois closure of a finite cover, which includes as special cases the familiar finite separable field extensions, finite unramified covers of a…
We give a general method to obtain from the integral restrictions of functions sharp pointwise and uniform estimates of these functions. This scheme is illustrated by the examples for Fock\,--\,Bargmann spaces of entire functions of several…
We consider the tails of probability density function (PDF) for the velocity that satisfies Burgers equation driven by a Gaussian large-scale force. The saddle-point approximation is employed in the path integral so that the calculation of…
We prove an arithmetic path integral formula for the inverse p-adic absolute values of the Kubota-Leopoldt p-adic L-functions at roots of unity.
We show that every continuous map from one translationally finite tiling space to another can be approximated by a local map. If two local maps are homotopic, then the homotopy can be chosen so that every interpolating map is also local.
We prove the higher-dimensional analogue of Wolff's local smoothing estimate (Geom. Funct. Anal. 2001) for large p. As in the 2+1-dimensional case, the estimate is sharp for any given value of p, but it is likely that the range of p can be…
We establish a simultaneous generalization of It\^o's theory of stochastic and Lyons' theory of rough differential equations. The interest in such a unification comes from a variety of applications, including pathwise stochastic filtering,…
Consider a mean-reverting equation, generalized in the sense it is driven by a 1-dimensional centered Gaussian process with H\"older continuous paths on $[0,T]$ ($T > 0$). Taking that equation in rough paths sense only gives local existence…
This paper is an overview of the classical level crossing problem which is studied extensively in the literature and is fundamental in many branches of applied probability. We discuss a number of approximations with an emphasis on their…
Annealed functional CLT in the rough path topology is proved for the standard class of ballistic random walks in random environment. Moreover, the `area anomaly', i.e. a deterministic linear correction for the second level iterated integral…
In this paper, we have studied first the idea of rough continuity of real valued functions of real variables and then we have discussed some important properties of rough continuity. Then we study the idea of rough $I$-continuity of real…
In the context of two illustrative examples from supersymmetric quantum mechanics we show that the semi-classical analysis of the path integral requires complexification of the configuration space and action, and the inclusion of complex…
Uniform convergence rates are provided for asymptotic representations of sample extremes. These bounds which are universal in the sense that they do not depend on the extreme value index are meant to be extended to arbitrary samples…