Related papers: A uniform estimate for rough paths

We generalize the classical Bernstein theorem concerning the constructive description of classes of functions uniformly continuous on the real line. The approximation of continuous bounded functions by entire functions of exponential type…

We study a class of linear first and second order partial differential equations driven by weak geometric $p$-rough paths, and prove the existence of a unique solution for these equations. This solution depends continuously on the driving…

In this paper, we introduce the branched signature model, motivated by the branched rough path framework of [Gubinelli, Journal of Differential Equations, 248(4), 2010], which generalizes the classical geometric rough path. We establish a…

We define a characteristic function for probability measures on the signatures of geometric rough paths. We determine sufficient conditions under which a random variable is uniquely determined by its expected signature, thus partially…

We prove a pointwise $C^{2,\,\alpha}$ estimate for the potential of the optimal transport map in the case that the densities are only close to constant in a certain $L^p$ sense.

We study rough differential equations driven by controlled rough paths in the level-$2$ regime $1/3<\alpha\le 1/2$. Given a reference rough path $\mathbf X=(1,X,\mathbb X)$ and an $\mathbf X$-controlled driver $\mathbf Z=(Z,Z')$, we first…

Given the set of paths through a digraph, the result of uniformly deleting some vertices and identifying others along each path is coherent in such a way as to yield the set of paths through another digraph, called a \emph{path abstraction}…

In this paper we establish a Taylor-like expansion in the context of the rough path theory for a family of It ^{o} maps indexed by a small parameter. We treat not only the case that the roughness $p$ satisfies $[p]=2$, but also the case…

In this paper, we study the summability properties of double sequences of real constants which map sequences of random variables to sequences of random variables that are defined on the same probability sample space. We show that a regular…

We discuss topological versions of the closed graph theorem, where continuity is inferred from near continuity in tandem with suitable conditions on source or target spaces. We seek internal characterizations of spaces satisfying a closed…

We establish the existence of solutions to path-dependent rough differential equations with non-anticipative coefficients. Regularity assumptions on the coefficients are formulated in terms of horizontal and vertical derivatives.

Proper continued fractions are generalized continued fractions with positive integer numerators $a_i$ and integer denominators with $b_i\geq a_i$. In this paper we study the strength of approximation of irrational numbers to their…

We evaluate in closed form several classes of finite trigonometric sums. Two general methods are used. The first is new and involves sums of roots of unity. The second uses contour integration and extends a previous method used by two of…

Using an elementary argument, we prove new fixed point theorems for classical elliptic complexes. We obtain new results for conformal relations and coisotropic intersections. We obtain theorems for the average intersections of families of…

We present the path-sum formulation for exact statistical inference of marginals on Gaussian graphical models of arbitrary topology. The path-sum formulation gives the covariance between each pair of variables as a branched continued…

We obtain sharp bounds for the number of n--cycles in a finite graph as a function of the number of edges, and prove that the complete graph is optimal in more ways than could be imagined. We prove sharp estimates on both the sum of k-th…

We develop a set of techniques that enable us to effectively recover Besov rough analysis from p-variation rough analysis. Central to our approach are new metric groups, in which some objects in rough path theory that have been previously…

We examine the relation between a stochastic version of the rough path integral with the symmetric-Stratonovich integral in the sense of regularization. Under mild regularity conditions in the sense of Malliavin calculus, we establish…

We find asymptotic equalities for exact upper bounds of approximations by Fourier sums in uniform metric on classes of $2\pi$-periodic functions, representable in the form of convolutions of functions $\varphi$, which belong to unit balls…

We study inequalities between general integral moduli of continuity of a function and the tail integral of its Fourier transform. We obtain, in particular, a refinement of a result due to D. B. H. Cline [2] (Theorem 1.1 below). We note that…