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We investigate the abstract Cauchy problem for a quasilinear parabolic equation in a Banach space of the form \( du_t -L_t(u_t)u_t dt = N_t(u_t)dt + F(u_t)\cdot d\mathbf X_t \), where \( \mathbf X\) is a \( \gamma\)-H\"older rough path for…

Probability · Mathematics 2022-07-12 Antoine Hocquet , Alexandra Neamţu

Using truncated variation techniques we obtain an improved version of the Loeve-Young inequality for the Riemann-Stieltjes integrals driven by rough paths. This allowed us to strenghten some result on the existence of solutions of integral…

Functional Analysis · Mathematics 2014-09-16 Rafał M. Łochowski

We consider rough differential equations whose coefficients contain path-dependent bounded variation terms and prove the existence and a priori estimate of solutions. These equations include classical path-dependent SDEs containing running…

Probability · Mathematics 2024-03-12 Shigeki Aida

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…

Probability · Mathematics 2025-11-21 Stefan Tappe

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 establish universal approximation theorems for infinite-dimensional geometric rough paths, i.e., we show that continuous functions on the space of infinite-dimensional weakly geometric H\"older continuous rough paths can be approximated…

Probability · Mathematics 2026-03-04 Sonja Cox , Asma Khedher , Thijs Maessen

This paper deals with a general form of variational problems in Banach spaces which encompasses variational inequalities as well as minimization problems. We prove a characterization of local error bounds for the distance to the…

Optimization and Control · Mathematics 2018-07-12 Christian Kanzow , Daniel Steck

This article introduces an innovative mathematical framework designed to tackle non-linear convex variational problems in reflexive Banach spaces. Our approach employs a versatile technique that can handle a broad range of variational…

Numerical Analysis · Mathematics 2023-09-13 Pablo M. Berná , Antonio Falcó

These are lecture notes for a Master 2 course on rough differential equations driven by weak geometric Holder p-rough paths, for any p>2. They provide a short, self-contained and pedagogical account of the theory, with an emphasis on flows.…

Classical Analysis and ODEs · Mathematics 2014-04-04 Ismael Bailleul

In the article, the rough path theory is extended to cover paths from the exponential Besov-Orlicz space \[B^\alpha_{\Phi_\beta,q}\quad\mbox{ for }\quad \alpha\in (1/3,1/2],\,\quad \Phi_\beta(x) \sim…

Probability · Mathematics 2024-06-06 Petr Čoupek , František Hendrych , Jakub Slavík

This work develops moment bounds for the controlled rough path norm of the solution of semilinear rough partial differential equations.~The novel aspects are two-fold: first we consider rough paths of low time regularity…

Probability · Mathematics 2025-03-07 Alexandra Blessing , Mazyar Ghani Varzaneh

We consider port-Hamiltonian systems from a geometric perspective, where the quantities involved such as state, flows, and efforts evolve in (possibly infinite-dimensional) Banach spaces. The main contribution of this article is the…

Dynamical Systems · Mathematics 2025-09-09 Timo Reis

We study linear rough partial differential equations in the setting of [Friz and Hairer, Springer, 2014, Chapter 12]. More precisely, we consider a linear parabolic partial differential equation driven by a deterministic rough path…

Probability · Mathematics 2018-03-28 Christian Bayer , Denis Belomestny , Martin Redmann , Sebastian Riedel , John Schoenmakers

We consider the obstacle problem of the weak solution for the mean curvature flow, in the sense of Brakke's mean curvature flow. We prove the global existence of the weak solution with obstacles which have $C^{1,1}$ boundaries, in two and…

Analysis of PDEs · Mathematics 2021-08-30 Keisuke Takasao

In this paper, we establish the theory of nonlinear rough paths. We give the definition of nonlinear rough paths, and develop the integrals. Then, we study differential equations driven by nonlinear rough paths. Afterwards, we compare the…

Probability · Mathematics 2019-04-29 David Nualart , Panqiu Xia

We consider the rough differential equation with drift driven by a Gaussian geometric rough path. Under natural conditions on the rough path, namely non-determinism, and uniform ellipticity conditions on the diffusion coefficient, we prove…

Probability · Mathematics 2024-02-15 Rémi Catellier , Romain Duboscq

We investigate rough differential equations with a time-dependent reflecting lower barrier, where both the driving (rough) path and the barrier itself may have jumps. Assuming the driving signals allow for Young integration, we provide…

Probability · Mathematics 2021-09-21 Andrew L. Allan , Chong Liu , David J. Prömel

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…

Probability · Mathematics 2020-03-20 Nikolas Tapia , Lorenzo Zambotti

It is known that a Lipschitz continuous map from the Euclidean domain to a metric space is metrically differentiable almost everywhere. When the metric space is a Banach space dual to separable, the metric differential has its linear…

Functional Analysis · Mathematics 2025-11-05 Nikita Evseev

The central aim of this work is to understand rough differential equations on homogeneous spaces. We focus on the formal approach, by giving an explicit expansion of the solution at each point of the real line in terms of decorated planar…

Classical Analysis and ODEs · Mathematics 2020-12-08 Charles Curry , Kurusch Ebrahimi-Fard , Dominique Manchon , Hans Z. Munthe-Kaas