Related papers: Regularity of the Ito-Lyons map

The L-fractional derivative is defined as a certain normalization of the well-known Caputo derivative, so alternative properties hold: smoothness and finite slope at the origin for the solution, velocity units for the vector field, and a…

Local normal form theorems for smooth equivariant maps between infinite-dimensional manifolds are established. These normal form results are new even in finite dimensions. The proof is inspired by the Lyapunov-Schmidt reduction for…

Rough path theory is focused on capturing and making precise the interactions between highly oscillatory and non-linear systems. It draws on the analysis of LC Young and the geometric algebra of KT Chen. The concepts and the uniform…

Here we consider a perturbation of continuous mappings on Banach spaces and investigate their image under various conditions. Consequently, we study the solvability of some classes of equations and inclusions. For these, we start by the…

We consider the rough differential equation $dY=f(Y)d\bm \om$ where $\bm \om=(\omega,\bbomega)$ is a rough path defined by a Brownian motion $\omega$ on $\RR^m$. Under the usual regularity assumption on $f$, namely $f\in C^3_b (\RR^d,…

We give an overview of the recent approach to the integration of rough paths that reduces the problem to classical Young integration. As an application, we extend an argument of Schwartz to rough differential equations, and prove the…

Rough paths theory allows for a pathwise theory of solutions to differential equations driven by highly irregular signals. The fundamental observation of rough paths theory is that if one can define "iterated integrals" above a signal, then…

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…

This paper develops an It\^o-type fractional pathwise integration theory for fractional Brownian motion with Hurst parameters \( H \in (\frac{1}{3}, \frac{1}{2}] \), using the Lyons' rough path framework. This approach is designed to fill…

We show that paths of solutions to parabolic stochastic differential equations have the same regularity in time as the Wiener process (as of the current state of art). The temporal regularity is considered in the Besov-Orlicz space…

Rough stochastic differential equations (RSDEs) are common generalisations of Ito SDEs and Lyons RDEs and have emerged as new tool in several areas of applied probability, including non-linear stochastic filtering, pathwise stochastic…

Parabolic integro-differential model Cauchy problem is considered in the scale of Lp -spaces of functions whose regularity is defined by a scalable Levy measure. Existence and uniqueness of a solution is proved by deriving apriori…

We investigate the strong approximation of stochastic differential equations whose drift is square-integrable in time and Dini continuous in space, while the diffusion coefficient is non-constant and uniformly elliptic. Using a refined…

We obtain sufficient conditions for belonging of almost all paths of a random process to some fixed rearrangement invariant (r.i.) Banach functional space, and to satisfying the Central Limit Theorem (CLT) in this space. We describe also…

We discuss an alternative approach to Fr\'echet derivatives on Banach spaces inspired by a characterisation of derivatives due to Carath\'eodory. The approach allows us to reduce many questions of differentiability to a question of…

We investigate regularity of CR-mappings between real-analytic infinite type hypersurfaces in $\mathbb C^2$. We show that, under the Fuchsian type condition, all (respectively formal or smooth) CR-diffeomorphisms between them are…

Rough surface scattering problems are always very challenging both theoretically and numerically. In this paper, we adopt the Bloch transform and the perturbation theory to investigate a special case, i.e., when the rough surface is a…

Branched rough paths, used to solve ODEs on $\mathbb{R}$, have been generalised in two different directions. In one direction, there are regularity structures aimed at solving SPDEs on $\mathbb{R}$. In the other direction, there are…

In this paper, we extend our previous result from [16]. We prove that transport equations with rough coefficients do possess a uniqueness property. Our method relies strongly on duality and bears a strong resemblance with the well-known…

In this paper we consider rough differential equations on a smooth manifold $\left( M\right) .$ The main result of this paper gives sufficient conditions on the driving vector-fields so that the rough ODE's have global (in time) solutions.…