Related papers: Regularity of the Ito-Lyons map
The Cauchy problem for harmonic maps from Minkowski space with its standard flat metric to a certain non-constant curvature Lorentzian 2-metric is studied. The target manifold is distinguished by the fact that the Euler-Lagrange equation…
For any orientable compact surface with boundary, we compute the regularized determinant of the Dirichlet-to-Neumann (DN) map in terms of particular values of dynamical zeta functions by using natural uniformizations, one due to…
The aim of this paper is to develop a sequence of discrete approximations to a one-dimensional It\^o diffusion that almost surely converges to a weak solution of the given stochastic differential equation. Under suitable conditions, the…
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…
We give a sharp condition on the lower local Lipschitz constant of a mapping from a metric space supporting a Poincar\'e inequality to a Banach space with the Radon-Nikodym property that guarantees differentiability at almost every point.…
Normalizing flows have shown great promise for modelling flexible probability distributions in a computationally tractable way. However, whilst data is often naturally described on Riemannian manifolds such as spheres, torii, and hyperbolic…
Motivated by questions arising in financial mathematics, Dupire introduced a notion of smoothness for functionals of paths (different from the usual Fr\'echet--Gat\'eaux derivatives) and arrived at a generalization of It\=o's formula…
We consider a class of inverse problems defined by a nonlinear map from parameter or model functions to the data. We assume that solutions exist. The space of model functions is a Banach space which is smooth and uniformly convex; however,…
Stochastic differential equations (SDEs) on compact foliated spaces were introduced a few years ago. As a corollary, a leafwise Brownian motion on a compact foliated space was obtained as a solution to an SDE. In this paper we construct…
We formulate indefinite integration with respect to an irregular function as an algebraic problem and provide a criterion for the existence and uniqueness of a solution. This allows us to define a good notion of integral with respect to…
We prove the existence of approximate solutions in the (regular) Denjoy-Carleman sense for some systems of smooth complex vector fields. Such approximate solutions provide a well defined notion of Denjoy-Carleman wave front set of…
We examine existence and uniqueness of strong solutions of multi-dimensional mean-field stochastic differential equations with irregular drift coefficients. Furthermore, we establish Malliavin differentiability of the solution and show…
A Pfaff field on a projective space is a map from the sheaf of differential s-forms, for a certain s, to an invertible sheaf. The interesting ones are those arising from a Pfaff system, as they give rise to a distribution away from their…
We exhibit differential geometric structures that arise in numerical methods, based on the construction of Cauchy sequences, that are currently used to prove explicitly the existence of weak solutions to functional equations. We describe…
In this work, we introduce a solution theory for scalar-valued rough differential equations driven by multi-indices rough paths. To achieve this task, we will show how the flow approach using the log-ODE method introduced by Bailleul fits…
In this paper we provide necessary and sufficient conditions for invariance of finite dimensional submanifolds for rough differential equations (RDEs) with values in a Banach space. Furthermore, we apply our findings to the particular…
Consider a multidimensional diffusion process $X=\{X\left(t\right) :t\in\lbrack0,1]\}$. Let $\varepsilon>0$ be a \textit{deterministic}, user defined, tolerance error parameter. Under standard regularity conditions on the drift and…
On an abstract Wiener space, assume that T is the solution of the quadratic Monge problem associated to the Wiener measure and a second one with a Radon-Nikodym derivative of exponential type. Under the finite information hypothesis, using…
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 prove the existence and regularity of the isochron map for stable invariant manifolds of a large class of evolution equations. Our results apply in particular to the isochron map of reaction-diffusion equations and neural field…