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Rough sheets are two-parameter analogs of rough paths. In this work the theory of integration over functions of two parameters is extended to cover the case of irregular functions by developing an appropriate notion of rough sheet. The main…

Probability · Mathematics 2014-07-01 K. Chouk , M. Gubinelli

Rough path analysis can be developed using the concept of controlled paths, and with respect to a topology in which L\'evy's area plays a role. For vectors of irregular paths we investigate the relationship between the property of being…

Probability · Mathematics 2017-04-26 Peter Imkeller , David J. Prömel

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…

Probability · Mathematics 2007-05-23 Peter Friz , Nicolas Victoir

The original Donsker theorem says that a standard random walk converges in distribution to a Brownian motion in the space of continuous functions. It has recently been extended to enriched random walks and enriched Brownian motion. We use…

Probability · Mathematics 2018-06-18 Laure Coutin , Laurent Decreusefond

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…

Probability · Mathematics 2016-08-29 Shigeki Aida

Non-probability samples become increasingly popular in survey statistics but may suffer from selection biases that limit the generalizability of results to the target population. We consider integrating a non-probability sample with a…

Methodology · Statistics 2019-08-26 Shu Yang , Jae Kwang Kim , Rui Song

We investigate, by numerical simulation, the path probability of non dissipative mechanical systems undergoing stochastic motion. The aim is to search for the relationship between this probability and the usual mechanical action. The model…

Statistical Mechanics · Physics 2015-06-17 T. L. Lin , R. Wang , W. P. Bi , A. El Kaabouchi , C. Pujos , F. Calvayrac , Q. A. Wang

We propose a method to construct the stochastic integral simultaneously under a non-dominated family of probability measures. Path-by-path, and without referring to a probability measure, we construct a sequence of Lebesgue-Stieltjes…

Probability · Mathematics 2012-06-21 Marcel Nutz

In this note we introduce a new approach to rough and stochastic partial differential equations (RPDEs and SPDEs): we consider general Banach spaces as state spaces and -- for the sake of simiplicity -- finite dimensional sources of noise,…

Probability · Mathematics 2009-08-21 Josef Teichmann

We derive first-order Pontryagin optimality conditions for stochastic optimal control with deterministic controls for systems modeled by rough differential equations (RDE) driven by Gaussian rough paths. This Pontryagin Maximum Principle…

Optimization and Control · Mathematics 2025-10-07 Thomas Lew

The standard linear quadratic Gaussian (LQG) framework assumes a Brownian noise process and relies on classical stochastic calculus tools, such as those based on It\^o calculus. In this paper, we solve a generalized linear quadratic optimal…

Systems and Control · Electrical Eng. & Systems 2026-02-11 Mostafa M. Shibl , Sharan Srinivasan , Harsha Honnappa , Vijay Gupta

Path integrals are a central tool when it comes to describing quantum or thermal fluctuations of particles or fields. Their success dates back to Feynman who showed how to use them within the framework of quantum mechanics. Since then, path…

Statistical Mechanics · Physics 2022-08-31 Leticia F. Cugliandolo , Vivien Lecomte , Frédéric Van Wijland

We present a new methodology to analyze large classes of (classical and rough) stochastic volatility models, with special regard to short-time and small noise formulae for option prices. Our main tool is the theory of regularity structures,…

Pricing of Securities · Quantitative Finance 2021-07-30 Peter K. Friz , Paul Gassiat , Paolo Pigato

We develop a pathwise theory for scalar conservation laws with quasilinear multiplicative rough path dependence, a special case being stochastic conservation laws with quasilinear stochastic dependence. We introduce the notion of pathwise…

Analysis of PDEs · Mathematics 2013-09-10 Pierre-Louis Lions , Benoit Perthame , Panagiotis E. Souganidis

Motivated by the conspicuous use of momentum-based algorithms in deep learning, we study a nonsmooth nonconvex stochastic heavy ball method and show its convergence. Our approach builds upon semialgebraic (definable) assumptions commonly…

Optimization and Control · Mathematics 2024-01-24 Tam Le

We present a new method to sample conditioned trajectories of a system evolving under Langevin dynamics, based on Brownian bridges. The trajectories are conditioned to end at a certain point (or in a certain region) in space. The bridge…

Mathematical Physics · Physics 2022-08-17 Patrice Koehl , Henri Orland

A central feature of quantum mechanics is the non-commutativity of operators used to describe physical observables. In this article, we present a critical analysis on the role of non-commutativity in quantum theory, focusing on its…

Quantum Physics · Physics 2018-03-20 Luca Curcuraci

We develop a non-perturbative method for calculating partition functions of strongly coupled quantum mechanical systems with interactions between subsystems described by a path integral of a dual system. The dual path integral is derived…

High Energy Physics - Theory · Physics 2021-03-09 Vitaly Vanchurin

In this paper we review the recently proposed path-integral counterpart of the Koopman-von Neumann operatorial approach to classical Hamiltonian mechanics. We identify in particular the geometrical variables entering this formulation and…

q-alg · Mathematics 2008-02-03 Ennio Gozzi

We discuss two independent methods of solution of a master equation whose biased jump transition rates account for long jumps of L\'{e}vy-stable type and nonetheless admit a Boltzmannian (thermal) equilibrium to arise in the large time…

Statistical Mechanics · Physics 2015-06-16 Mariusz Żaba , Piotr Garbaczewski , Vladimir Stephanovich