Related papers: Rough flows
We study controlled differential equations driven by a rough path (in the sense of T. Lyons) with an additional, possibly unbounded drift term. We show that the equation induces a solution flow if the drift grows at most linearly.…
The non-linear sewing lemma constructs flows of rough differential equations from a braod class of approximations called almost flows. We consider a class of almost flows that could be approximated by solutions of ordinary differential…
The theory of rough paths arose from a desire to establish continuity properties of ordinary differential equations involving terms of low regularity. While essentially an analytic theory, its main motivation and applications are in…
We show in this work how the machinery of C^1-approximate flows introduced in our previous work "Flows driven by rough paths", provides a very efficient tool for proving well-posedness results for path-dependent rough differential equations…
We devise in this work a simple mechanism for constructing flows on a Banach space from approximate flows, and show how it can be used in a simple way to reprove from scratch and extend the main existence and well-posedness results for…
The goal of these notes is to provide an introduction to rough partial differential equations. For this purpose, we will present the theory of rough paths to the extend as it is required. Applications to stochastic partial differential…
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.…
In recent years, substantial progress was made towards understanding convergence of fast-slow deterministic systems to stochastic differential equations. In contrast to more classical approaches, the assumptions on the fast flow are very…
We consider here probabilistic models of transportation flows. The main goal of this introduction is rather not to present various techniques for problem solving but to present some intuition to invent adequate and natural models having…
We show in this note how the machinery of C^1-approximate flows devised in the work "Flows driven by rough paths", and applied there to reprove and extend most of the results on Banach space-valued rough differential equations driven by a…
We develop the rough path counterpart of It\^o stochastic integration and - differential equations driven by general semimartingales. This significantly enlarges the classes of (It\^o / forward) stochastic differential equations treatable…
We establish a new scale of $p$-variation estimates for martingale paraproducts, martingale transforms, and It\^o integrals, of relevance in rough paths theory, stochastic, and harmonic analysis. As an application, we introduce rough…
Calculus via regularizations and rough paths are two methods to approach stochastic integration and calculus close to pathwise calculus. The origin of rough paths theory is purely deterministic, calculus via regularization is based on…
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 work we deal with the selection problem of flows of an irregular vector field. We first summarize an example from \cite{CCS} of a vector field $b$ and a smooth approximation $b_\epsilon$ for which the sequence $X^\epsilon$ of flows…
In the setting of a recently developed cellular stochastic traffic flow model, it has shown that the joint per-cell vehicle densities, as a function of time, can be accurately approximated by a Gaussian process, which has the attractive…
We provide in this work a tool-kit for the study of homogenisation of random ordinary differential equations, under the form of a friendly-user black box based on the tehcnology of rough flows. We illustrate the use of this setting on the…
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 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…
A continuum theory of partially fluidized granular flows is developed. The theory is based on a combination of the equations for the flow velocity and shear stresses coupled with the order parameter equation which describes the transition…