Related papers: Path dependent equations driven by H\"older proces…

Motivated by the study of systems of higher order boundary value problems with functional boundary conditions, we discuss, by topological methods, the solvability of a fairly general class of systems of perturbed Hammerstein integral…

In this paper we find fractional Riemann-Liouville derivatives for the Takagi-Landsberg functions. Moreover, we introduce their generalizations called weighted Takagi-Landsberg functions which have arbitrary bounded coefficients in the…

Motivated by the recent advances in the theory of stochastic partial differential equations involving nonlinear functions of distributions, like the Kardar-Parisi-Zhang (KPZ) equation, we reconsider the unique solvability of one-dimensional…

This paper is devoted to the stochastic optimal control problem of ordinary differential equations allowing for both path-dependence and measurable randomness. As opposed to the deterministic path-dependent cases, the value function turns…

In this paper, the Authors establish a new identity for differentiable functions. By the well-known H\"older and power mean inequality, they obtain some integral inequalities related to the convex functions and apply these inequalities to…

The core of this article is a general theorem with a large number of specializations. Given a manifold $N$ and a finite number of one-parameter groups of point transformations on $N$ with generators $Y, X_{(1)}, \cdots, X_{(d)} $, we…

We study second-order stochastic parabolic equations in a cylindrical domain with homogeneous Dirichlet boundary conditions. Under a natural compatibility condition on the gradient-type noise, we establish global Schauder estimates in…

The goal of this paper is to define stochastic integrals and to solve stochastic differential equations for typical paths taking values in a possibly infinite dimensional separable Hilbert space without imposing any probabilistic structure.…

We derive the differential equation describing the time evolution of the work probability distribution function of a stochastic system which is driven out of equilibrium by the manipulation of a parameter. We consider both systems described…

We prove a necessary stationary condition for non-differentiable isoperimetric variational problems with scale derivatives, defined on the class of H\"{o}lder continuous functions.

In this paper we show that a path-wise solution to the following integral equation $$ Y_t = \int_0^t f(Y_t) dX_t \qquad Y_0=a \in \R^d $$ exists under the assumption that X_t is a L\'evy process of finite p-variation for some $p \geq1$ and…

We here put forward a new path-integral over Hilbert space and show that it reproduces quantum mechanics exactly. This approach works by optimizing the generating functional under a variation of the final state; it is hence an example of a…

We prove the existence and uniqueness of strong solutions for stochastic differential equations in which the drift coefficient is square integrable in time variable and H\"{o}lder continuous in space variable. Moreover, we prove that the…

We prove H\"{o}lder regularity for the trajectories of an interacting particle system. The particle velocities are given by the nonlocal and singular interactions with the other particles. Particle collisions occur in finite time. Prior to…

In this manuscript, we establish asymptotic local exponential stability of the trivial solution of differential equations driven by H\"older--continuous paths with H\"older exponent greater than $1/2$. This applies in particular to…

We extend some results about F\"ollmer's pathwise It\^o calculus that have only been derived for continuous paths to c\`adl\`ag paths with quadratic variation. We study some fundamental properties of pathwise It\^o integrals with respect to…

We provide here global Schauder-type estimates for a chain of integro-partial differential equations (IPDE) driven by a degenerate stable Ornstein-Uhlenbeck operator possibly perturbed by a deterministic drift, when the coefficients lie in…

This paper investigates two existence theorems for the path-dependent heat equation, which is the Kolmogorov equation related to the window Brownian motion, considered as a C([--T, 0])-valued process. We concentrate on two general existence…

In this note we prove an existence and uniqueness result of solution for multidimensional delay differential equations with normal reflection and driven by a H\"older continuous function of order $\beta \in (\frac13,\frac12)$. We also…

In this work, we establish pathwise functional It\^o formulas for non-smooth functionals of real-valued continuous semimartingales. Under finite $(p,q)$-variation regularity assumptions in the sense of two-dimensional Young integration…