Related papers: Flows driven by Banach space-valued rough paths

We show in this note that the Ito-Lyons solution map associated to a rough differential equation is Frechet differentiable when understood as a map between some Banach spaces of controlled paths. This regularity result provides an…

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.…

We explore the limit of stochastic differential equations driven by some random processes satisfying singularly perturbed second order stochastic differential equations. The main tool we employ is the universal limit theorem in rough path…

We give an unified framework to solve rough differential equations. Based on flows, our approach unifies the former ones developed by Davie, Friz-Victoir and Bailleul. The main idea is to build a flow from the iterated product of an almost…

We prove via a direct fixpoint argument the well-posedness of backward stochastic differential equations containing an additional drift driven by a path of finite $p$-variation with $p \in [1,2)$. An application to the Feynman-Kac…

It is shown that a Banach space with locally uniformly convex dual admits an equivalent norm which is itself locally uniformly convex. It follows that on any such space all continuous real-valued functions may be uniformly approximated by…

We introduce a general weak formulation for PDEs driven by rough paths, as well as a new strategy to prove well-posedness. Our procedure is based on a combination of fundamental a priori estimates with (rough) Gronwall-type arguments. In…

Lyons' Rough Path theory is currently formulated in p-variation topology. We extend his main-result, the Universal Limit Theorem, to a stronger Hoelder topology. Several approximations to Brownian Rough Paths are studied. As application of…

We show how the flow approach of Duch, with elementary differentials as coordinates, can be used to prove well-posedness for rough stochastic differential equations driven by fractional Brownian motion with Hurst index $H > \frac{1}{4}$. A…

Based on a dyadic approximation of It\^o integrals, we show the existence of It\^o c\`adl\`ag rough paths above general semimartingales, suitable Gaussian processes and non-negative typical price paths. Furthermore, Lyons-Victoir extension…

Let $E$ be a uniformly smooth and uniformly convex real Banach space and $E^*$ be its dual space. Suppose $A : E\rightarrow E^*$ is bounded, strongly monotone and satisfies the range condition such that $A^{-1}(0)\neq \emptyset$. Inspired…

We construct an explicit transitive free action of a Banach space of H\"older functions on the space of branched rough paths, which yields in particular a bijection between theses two spaces. This endows the space of branched rough paths…

This paper is concerned with the basic model for compressible and incompressible two phase flows with phase transitions The flows are separated by nearly flat interface represented as a graph over the $N-1$ dimensional Euclidean space…

We study pathwise $p$-th variation of continuous paths on a compact interval along a fixed partition sequence. Although the class of continuous paths with finite $p$-th variation is generally not linear, we develop a coefficient-based…

We consider determining the $\R$-minimizing solution of ill-posed problem $A x = y$ for a bounded linear operator $A: X \to Y$ from a Banach space $X$ to a Hilbert space $Y$, where $\R: X \to (-\infty, \infty]$ is a strongly convex…

We give a new proof of the "weakly admissible implies admissible" theorem of Colmez and Fontaine describing the semi-stable p-adic representations. We study Banach-Colmez spaces, i.e. p-adic Banach spaces with the extra data of a…

The main contribution of this paper is the formulation of a diffuse approximation method(DAM), for two-dimensional channel flows. The proposed method is based on the vorticity-streamfunction formulation. The DAM which estimates derivates of…

Several theories for weakly damped free-surface flows have been formulated. In this paper we use the linear approximation to the Navier-Stokes equations to derive a new set of equations for potential flow which include dissipation due to…

We develop differential calculus of $C^{r,s}$-mappings on products of locally convex spaces and prove exponential laws for such mappings. As an application, we consider differential equations in Banach spaces depending on a parameter in a…

We consider N=2 supergravity in four dimensions, coupled to an arbitrary number of vector- and hypermultiplets, where abelian isometries of the quaternionic hyperscalar target manifold are gauged. Using a static and spherically or…