Related papers: Rough differential equation in Banach space driven…
Consider a smooth vector field $f\colon \mathbb{R}^n\to\mathbb{R}^n$ and a maximal solution $\gamma\colon \,]a,b[\,\to \mathbb{R}^n$ to the ordinary differential equation $x'=f(x)$. It is a well-known fact that, if $\gamma$ is bounded, then…
In this paper we analyse the selection problem for weak solutions of the transport equation with rough vector field. We answer in the negative the question whether solutions of the equation with a regularized vector field converge to a…
We define new differential structures on the Wasserstein spaces $\mathcal{W}_p(M)$ for $p > 2$ and a general Riemannian manifold $(M,g)$. We consider a very general and possibly degenerate second order partial differential flow equation…
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…
As a general rule, differential equations driven by a multi-dimensional irregular path $\Gamma$ are solved by constructing a rough path over $\Gamma$. The domain of definition ? and also estimates ? of the solutions depend on upper bounds…
We prove existence and uniqueness of the solution of a one-dimensional rough differential equation driven by a step-2 rough path and reflected at zero. In order to deal with the lack of control of the reflection measure the proof uses some…
In this paper, we introduce the notions uniformly p-convergent sets and weakly p-sequentially continuous differentiable mappings. Then we obtain a sufficient condition for those Banach spaces which either contain no copy of $\ell_1$ or have…
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…
In this paper, we show that the main algebraic assumption required to perform a fixed point argument for rough differential equations implies the algebraic assumption for the Bailleul flow approach. This assumption requires that the rough…
We propose a theory of linear differential equations driven by unbounded operator-valued rough signals. As an application we consider rough linear transport equations and more general linear hyperbolic symmetric systems of equations driven…
Given a stochastic differential equation with path-dependent coefficients driven by a multidimensional Wiener process, we show that the support of the law of the solution is given by the image of the Cameron-Martin space under the flow of…
In this paper, we prove some theorems related to properties of generalized symmetric hybrid mappings in Banach spaces. Using Banach limits, we prove a fixed point theorem for symmetric generalized hybrid mappings in Banach spaces. Moreover,…
We develop the structure theory for transformations of weakly geometric rough paths of bounded $1 < p$-variation and their controlled paths. Our approach differs from existing approaches as it does not rely on smooth approximations. We…
We develop Banach spaces for ReLU neural networks of finite depth $L$ and infinite width. The spaces contain all finite fully connected $L$-layer networks and their $L^2$-limiting objects under bounds on the natural path-norm. Under this…
We provide sufficient conditions for the existence of a strong derivable map and calculate its derivative by employing a result in our previous work on strong derivability of maps arising by functional calculus of an unbounded scalar type…
We discuss regular and weak solutions to rough partial differential equations (RPDEs), thereby providing a (rough path-)wise view on important classes of SPDEs. In contrast to many previous works on RPDEs, our definition gives honest…
Multi-dimensional continuous local martingales, enhanced with their stochastic area process, give rise to geometric rough paths with a.s. finite homogenous p-variation, p>2. Here we go one step further and establish quantitative bounds of…
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…
In this paper we provide some new sufficient conditions that ensure the existence of the solution of a weak vector equilibrium problem in Hausdorff topological vector spaces ordered by a cone. Further, we introduce a dual problem and we…
In this paper, two generalized algorithms for solving the variational inequality problem in Banach spaces are proposed. Then the strong convergence of the sequences generated by these algorithms will be proved under the suitable conditions.…