Related papers: Path dependent equations driven by H\"older proces…
Whenever an It\^o-Wentsel type of formula holds for composition of flows of a certain differential dynamics, there exists locally a decomposition of the corresponding flow according to complementary distributions (or foliations, in the case…
A specific class of explicitly time-dependent potentials is studied by means of path integrals. For this purpose a general formalism to treat explicitly time-dependent space-time transformations in path integrals is sketched. An explicit…
We present a condition for a stochastic differential equation dX_{t}={\mu}(t,X_{t})dt+{\sigma}(t,X_{t})dB_{t} to have a unique functional solution of the form Z(t,B_{t}). The condition expresses a relation between {\mu} and {\sigma}. A…
We prove H\"older regularity results for a class of nonlinear elliptic integro-differential operators with integration kernels whose ellipticity bounds are strongly directionally dependent. These results extend those in [9] and are also…
The classical dynamics of a particle that is driven by a rapidly oscillating potential (with frequency $\omega$) is studied. The motion is separated into a slow part and a fast part that oscillates around the slow part. The motion of the…
We consider the stochastic transport equation with a possibly unbounded H\"older continuous vector field. Well-posedness is proved, namely, we show existence, uniqueness and strong stability of W^{1,p}-weak solutions.
The displacement and deviation vectors in spaces (manifolds), the tangent bundle of which is endowed with a transport along paths, are introduced. In case these spaces are equipped with a linear connection, the deviation equations (between…
Mean-field dynamo equations are addressed with the aid of the path-integral method. The evolution of magnetic field is treated as a three-dimensional Wiener random process, and the mean magnetic-field equations are obtained with the Wiener…
The paper deals with systems of ordinary differential equations containing in the right-hand side controls which are discontinuous in phase variables. These controls cause the occurrence of sliding modes. If one uses one of the well-known…
We consider the system of stochastic differential equation $dX_t = A(X_{t-}) \, dZ_t$, $ X_0 = x$, driven by cylindrical $\alpha$-stable process $Z_t$ in $\mathbb{R}^d$. We assume that $A(x) = (a_{ij}(x))$ is diagonal and $a_{ii}(x)$ are…
The signature of a path is a sequence of tensors which allows to uniquely reconstruct the path. By employing the geometric theory of nonlinear systems of ordinary differential equations, we find necessary and sufficient algebraic conditions…
We consider anticipative Stratonovich stochastic differential equations driven by some stochastic process lifted to a rough path. Neither adaptedness of initial point and vector fields nor commuting conditions between vector field is…
Transition probabilities for stochastic systems can be expressed in terms of a functional integral over paths taken by the system. Evaluating the integral by the saddle point method in the weak-noise limit leads to a remarkable mapping…
We prove the Yamada-Watanabe Theorem for semilinear stochastic partial differential equations with path-dependent coefficients. The so-called "method of the moving frame" allows us to reduce the proof to the Yamada-Watanabe Theorem for…
Unlike many deterministic PDEs, stochastic equations are not amenable to the classical variational theory of Euler-Lagrange. In this paper, we show how self-dual variational calculus leads to solutions of various stochastic partial…
In this article we study the existence of pathwise Stieltjes integrals of the form $\int f(X_t)\, dY_t$ for nonrandom, possibly discontinuous, evaluation functions $f$ and H\"older continuous random processes $X$ and $Y$. We discuss a…
The technical problem of deriving the full Green functions of the elementary pion fields of the nonlinear sigma model in terms of ancestor amplitudes involving only the flat connection and the nonlinear sigma model constraint is a very…
We prove Pohozaev-type identities for smooth solutions of Euler-Lagrange equations of second and fourth order that arise from functional depending on homogeneous H\"{o}rmander vector fields. We then exploit such integral identities to prove…
We obtain several Euler-Lagrange equations for variational functionals defined on a set of H\"older curves. The cases when the Lagrangian contains multiple scale derivatives, depends on a parameter, or contains higher-order scale…
This work concerns a type of path-dependent multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the well-posedness for path-dependent multivalued stochastic differential equations under the Lipschitz…