Related papers: Rough sheets
We extend the new approach introduced in arXiv:1912.02064v2 [math.PR] and arXiv:2102.10119v1 [math.PR] for dealing with stochastic Volterra equations using the ideas of Rough Path theory and prove global existence and uniqueness results.…
We present an empirical study examining several claims related to option prices in rough volatility literature using SPX options data. Our results show that rough volatility models with the parameter $H \in (0,1/2)$ are inconsistent with…
We discuss some aspects of the approach of the mass parameters by means of the simple cranking model. In particular, it is well known that the numerical application of this formula is often subject to ambiguities or contradictions. It is…
This paper deals with the alternative mathematical modeling of the two-side platform. Two-sided platforms are specific multi-sided platforms that bring together two distinct groups of a model. The stochastic modeling by adapting various…
Stroking a path is one of the two basic rendering operations in vector graphics standards (e.g., PostScript, PDF, SVG). We survey path stroking rendering results from real-world software implementations of path stroking for anecdotal…
Conformal mapping, a classical topic in complex analysis and differential geometry, has become a subject of great interest in the area of surface parameterization in recent decades with various applications in science and engineering.…
A polynomial transformation of the real plane $\Bbb R^2$ is a mapping $\Bbb R^2\to\Bbb R^2$ given by two polynomials of two variables. Such a transformation is called cubic if the degrees of its polynomials are not greater than three. In…
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…
In this research a new algebraic semantics of rough set theory including additional meta aspects is proposed. The semantics is based on enhancing the standard rough set theory with notions of 'relative ability of subsets of approximation…
We propose a novel 3D shape correspondence method based on the iterative alignment of so-called smooth shells. Smooth shells define a series of coarse-to-fine shape approximations designed to work well with multiscale algorithms. The main…
We introduce in this work a concept of rough driver that somehow provides a rough path-like analogue of an enriched object associated with time-dependent vector fields. We use the machinery of approximate flows to build the integration…
In this paper, we have studied first the idea of rough continuity of real valued functions of real variables and then we have discussed some important properties of rough continuity. Then we study the idea of rough $I$-continuity of real…
Rough sets are efficient for data pre-processing in data mining. As a generalization of the linear independence in vector spaces, matroids provide well-established platforms for greedy algorithms. In this paper, we apply rough sets to…
We derive explicit distance bounds for Stratonovich iterated integrals along two Gaussian processes (also known as signatures of Gaussian rough paths) based on the regularity assumption of their covariance functions. Similar estimates have…
The Ruelle resonances of a dynamical system are spectral data describing the precise asymptotics of correlations. We classify them completely for a class of chaotic two-dimensional maps, the linear pseudo-Anosov maps, in terms of the action…
This paper addresses the estimation problem of an unknown drift parameter matrix for a fractional Ornstein-Uhlenbeck process in a multi-dimensional setting. To tackle this problem, we propose a novel approach based on rough path theory that…
It is shown that quadrature formulas in many different applications can be derived from rational approximation of the Cauchy transform of a weight function. Since rational approximation is now a routine technology, this provides an easy new…
In Variational Analysis, VU-theory provides a set of tools that is helpful for understanding and exploiting the structure of nonsmooth functions. The theory takes advantage of the fact that at any point, the space can be separated into two…
Spline functions have long been used in numerical solution of differential equations. Recently it revives as isogeometric analysis, which offers integration of finite element analysis and NURBS based CAD into a single unified process.…
A projective rectangle is like a projective plane that has different lengths in two directions. We develop the basic theory of projective rectangles including incidence properties, projective subplanes, configuration counts, a partial…