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Related papers: Doob--Meyer for rough paths

200 papers

This paper is a continuation of the recent work of Guo-Xiang-Zheng \cite{Guo-Xiang-Zheng-2021-CV}. We deduce sharp Morrey regularity theory for weak solutions to the fourth order nonhomogeneous Lamm-Rivi\`ere equation \begin{equation*}…

Analysis of PDEs · Mathematics 2023-05-08 Chang-Lin Xiang , Gao-Feng Zheng

We prove that if $f:\mathbb{R}\to\mathbb{R}$ is Lipschitz continuous, then for every $H\in(0,1/4]$ there exists a probability space on which we can construct a fractional Brownian motion $X$ with Hurst parameter $H$, together with a process…

Probability · Mathematics 2014-10-17 Davar Khoshnevisan , Jason Swanson , Yimin Xiao , Liang Zhang

We define a bona fide rough path solution for the Navier-Stokes equation with an additional rough transport term, and show that the SPDE on the three-dimensional torus driven by a fractional Brownian motion on $H^\sigma$ has solutions…

Probability · Mathematics 2026-01-30 Xue-Mei Li , Szymon Sobczak

In the article, Besov-Orlicz regularity of sample paths of stochastic processes that are represented by multiple integrals of order $n\in\mathbb{N}$ is treated. We give sufficient conditions for the considered processes to have paths in the…

Probability · Mathematics 2021-11-25 Petr Čoupek , Martin Ondreját

We study controlled differential equations driven by a rough path (in the sense of T. Lyons) with an additional, possibly unbounded drift term. We show that the equation induces a solution flow if the drift grows at most linearly.…

Probability · Mathematics 2016-05-19 Sebastian Riedel , Michael Scheutzow

A path integral (Lagrangian formalism) is used to derive the effective equations of motion of the anomalous Hall effect with Berry's phase on the basis of the adiabatic condition $|E_{n\pm1}-E_{n}|\gg 2\pi\hbar/T$, where $T$ is the typical…

Strongly Correlated Electrons · Physics 2022-04-20 Kazuo Fujikawa , Koichiro Umetsu

In this article we investigate the rough paths structure of a process $X_t$ living in a fixed Wiener chaos. Specifically, we formulate various types of rough lifts of $X_t$ and study their properties. As application, we study the…

Probability · Mathematics 2023-03-17 Guang Yang

We prove a version of the Hopf-Rinow-theorem with respect to path metrics on discrete spaces. The novel aspect is that we do not a priori assume local finiteness but isolate a local finiteness type condition, called essential local…

Metric Geometry · Mathematics 2018-07-27 Matthias Keller , Florentin Münch

We introduce the space of rough paths with Sobolev regularity and the corresponding concept of controlled Sobolev paths. Based on these notions, we study rough path integration and rough differential equations. As main result, we prove that…

Probability · Mathematics 2021-04-23 Chong Liu , David J. Prömel , Josef Teichmann

We prove an extension of Hoermander's classical result on hypoelliptic second order equations, where the coefficients of the related vector fields are globally Lipschitz and satisfy the classical Hoermander condition on a dense set while…

Analysis of PDEs · Mathematics 2013-07-23 Joerg Kampen

We prove that a standard realization of the direct image complex via the so-called Douady-Barlet morphism associated with a smooth complex analytic surface admits a natural decomposition in the form of an injective quasi-isomorphism of…

Algebraic Geometry · Mathematics 2007-05-23 Mark Andrea A. de Cataldo , Luca Migliorini

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…

Probability · Mathematics 2025-01-29 Michael Hinz , Jonas M. Tölle , Lauri Viitasaari

In quantitative finance, modeling the volatility structure of underlying assets is vital to pricing options. Rough stochastic volatility models, such as the rough Bergomi model [Bayer, Friz, Gatheral, Quantitative Finance 16(6), 887-904,…

Computational Finance · Quantitative Finance 2021-12-16 Christian Bayer , Eric Joseph Hall , Raúl Tempone

We introduce the notion of weak decreasing stochastic (WDS) ordering for real-valued processes with negative means, which, to our knowledge, has not been studied before. Thanks to Madan-Yor's argument, it follows that the WDS ordering is a…

Probability · Mathematics 2025-09-10 Antoine-Marie Bogso , Patrice Takam Soh

We establish an optimal \emph{Widder theory} for a weighted porous medium equation with rough and inhomogeneous density that may be singular at a point and tends to zero at spatial infinity. Specifically, for this equation, we identify a…

Analysis of PDEs · Mathematics 2025-06-11 Gabriele Grillo , Matteo Muratori , Troy Petitt , Nikita Simonov

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,…

Probability · Mathematics 2025-12-09 Peter K. Friz , Antoine Hocquet , Khoa Lê

We study stochastic differential equations driven by finite-order chaos processes on abstract Wiener spaces, with pathwise Riemann-Stieltjes integration. The driving noise is an $\mathbb{R}^m$-valued chaotic process given by multiple…

Probability · Mathematics 2026-04-28 Laurent Loosveldt , Yassine Nachit , Ivan Nourdin

The present paper aims to establish the local well-posedness of Euler's fluid equations on geometric rough paths. In particular, we consider the Euler equations for the incompressible flow of an ideal fluid whose Lagrangian transport…

Analysis of PDEs · Mathematics 2022-07-01 Dan Crisan , Darryl D. Holm , James-Michael Leahy , Torstein Nilssen

In this paper, connections between surface roughness and directed polymers in random medium are studied, when the surface is considered as a directed line undergoing stochastic oscillations. This is performed by studying the influence of a…

Statistical Mechanics · Physics 2007-05-23 Eric Moreau

We put forward a general framework for the study of a pathwise central limit theorem (CLT) and a moderate deviation principle (MDP) for stochastic partial differential equations perturbed with a small multiplicative linear noise by means of…

Probability · Mathematics 2023-07-21 Emanuela Gussetti