Related papers: A uniform estimate for rough paths

In this paper, we first prove that the local time associated with symmetric $\alpha$-stable processes is of bounded $p$-variation for any $p>\frac{2}{\alpha-1}$ partly based on Barlow's estimation of the modulus of the local time of such…

We develop the integration theory of two-parameter controlled paths $Y$ allowing us to define integrals of the form \begin{equation} \int_{[s,t] \times [u,v]} Y_{r,r'} \;d(X_{r}, X_{r'}) \end{equation} where $X$ is the geometric $p$-rough…

We study a linearly transformed particle method for the aggregation equation with smooth or singular interaction forces. For the smooth interaction forces, we provide convergence estimates in $L^1$ and $L^\infty$ norms depending on the…

In [1], we proved the existence of solutions to reflected rough differential equations based on an idea of Euler approximation of the solutions which is due to Davie [6]. In this paper, we prove the existence theorem under weaker…

For any $p\in[1,\infty]$, we prove that the set of simple functions taking at most $k$ different values is proximinal in $L^p$ for all $k\geq 1$. We introduce the class of uniformly approximable subsets of $L^p$, which is larger than the…

It is known, since the seminal work [T. Lyons, Differential equations driven by rough signals, Rev. Mat. Iberoamericana, 14 (1998)], that the solution map associated to a controlled differential equation is locally Lipschitz continuous in…

We derive some integral inequalities for holomorphic maps between complex manifolds. As applications, some rigidity and degeneracy theorems for holomorphic maps without assuming any pointwise curvature signs for both the domain and target…

In this paper, we build the foundation for a theory of controlled rough paths on manifolds. A number of natural candidates for the definition of manifold valued controlled rough paths are developed and shown to be equivalent. The theory of…

We prove a number of double-sided estimates relating discrete counterparts of several classical conformal invariants of a quadrilateral: cross-ratios, extremal lengths and random walk partition functions. The results hold true for any…

We show in this work how the machinery of C^1-approximate flows introduced in our previous work "Flows driven by rough paths", provides a very efficient tool for proving well-posedness results for path-dependent rough differential equations…

We consider a system of differential equations in a fast long range dependent random environment and prove a homogenization theorem involving multiple scaling constants. The effective dynamics solves a rough differential equation, which is…

Optimal transport maps define a one-to-one correspondence between probability distributions, and as such have grown popular for machine learning applications. However, these maps are generally defined on empirical observations and cannot be…

We consider a real-valued path; it is possible to associate a tree to this path, and we explore the relations between the tree, the properties of $p$-variation of the path, and integration with respect to the path. In particular, the…

We consider a large class of physical fields $u$ written as double inverse Fourier transforms of some functions $F$ of two complex variables. Such integrals occur very often in practice, especially in diffraction theory. Our aim is to…

Suppose an interval is put on a horizontal line with random roughness. With probability one it is supported at two points, one from the left, and another from the right from its center. We compute probability distribution of support points…

We obtain a remainder estimate for the truncated Taylor expansion for differential equations driven by weakly geometric $\Pi $-rough paths for $\Pi =\left( p_{1},\cdots ,p_{k}\right) $, $p_{i}\geq 1$. When there exists $ p\geq 1$ such that…

We give sharp, uniform estimates for the probability that the empirical distribution function for n uniform-[0,1] random variables stays to one side of a given line.

We show how to use geometric arguments to prove that the terminal solution to a rough differential equation driven by a geometric rough path can be obtained by driving the same equation by a piecewise linear path. For this purpose, we…

This paper deals with stochastic integrals of form $\int_0^T f(X_u)d Y_u$ in a case where the function $f$ has discontinuities, and hence the process $f(X)$ is usually of unbounded $p$-variation for every $p\geq 1$. Consequently,…

We consider some variations on the classical method of Runge for effectively determining integral points on certain curves. We first prove a version of Runge's theorem valid for higher-dimensional varieties, generalizing a uniform version…