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Related papers: Integration of geometric rough paths

200 papers

We leverage path differentiability and a recent result on nonsmooth implicit differentiation calculus to give sufficient conditions ensuring that the solution to a monotone inclusion problem will be path differentiable, with formulas for…

Machine Learning · Computer Science 2023-09-29 Jérôme Bolte , Edouard Pauwels , Antonio Silveti-Falls

We introduce a geometric construction of a gauge field theory of a complex adaptive system. It is based on a suitable simplicial formulation of a discrete geometry that manifests relevant properties valid in the classical differentiable…

Mathematical Physics · Physics 2025-09-03 Gueorgui M. Mihaylov , Sergio L. Cacciatori

Contrary to previous approaches bringing together algebraic geometry and signatures of paths, we introduce a Zariski topology on the space of paths itself, and study path varieties consisting of all paths whose iterated-integrals signature…

Rings and Algebras · Mathematics 2024-06-04 Rosa Preiß

We develop the integration theory of two-parameter controlled paths $Y$ allowing us to define integrals of the form \begin{equation} \int_{[s,t] \times [u,v]} Y_{r,r'} \;d(X_{r}, X_{r'}) \end{equation} where $X$ is the geometric $p$-rough…

Probability · Mathematics 2021-06-14 Thomas Cass , Jeffrey Pei

We generalize Bruned et.al.'s notion of translation in geometric and branched rough paths to a notion of translation in rough paths over any combinatorial Hopf algebra. We show that this notion of translation is equivalent to two bialgebras…

Combinatorics · Mathematics 2022-08-26 Ludwig Rahm

In this short review main issues related to the non-Abelian Stokes theorem have been addressed. The two principal approaches to the non-Abelian Stokes theorem, operator and two variants (coherent-state and holomorphic) of the path-integral…

Mathematical Physics · Physics 2007-05-23 Boguslaw Broda

We give an overview of the applications of noncommutative geometry to physics. Our focus is entirely on the conceptual ideas, rather than on the underlying technicalities. Starting historically from the Heisenberg relations, we will explain…

High Energy Physics - Theory · Physics 2023-05-30 Ali H. Chamseddine , Alain Connes , Walter D. van Suijlekom

We give meaning to linear and semi-linear (possibly degenerate) parabolic partial differential equations with (affine) linear rough path noise and establish stability in a rough path metric. In the case of enhanced Brownian motion (Brownian…

Probability · Mathematics 2013-01-17 Peter Friz , Harald Oberhauser

Inspired by recent advances in singular SPDE theory, we use the Poincar\'e inequality on Wiener space to show that controlled complementary Young regularity is sufficient to obtain Gaussian rough paths lifts. This allows us to completely…

Probability · Mathematics 2024-12-09 Paul Gassiat , Tom Klose

For a manifold M we define a structure on the group action of Diff(M) on the smooth functions on M which reduces to the usual differential geometry upon differentiation at zero along the one-parameter groups of Diff(M). This ``integrated…

High Energy Physics - Theory · Physics 2007-05-23 Hendrik Grundling

Optimal sample path properties of stochastic processes often involve generalized H\"{o}lder- or variation norms. Following a classical result of Taylor, the exact variation of Brownian motion is measured in terms of $\psi (x) \equiv $…

Probability · Mathematics 2007-11-02 Peter Friz , Harald Oberhauser

In order to eliminate gauge variant degrees of freedom we study the way to introduce gauge invariant fields in pure non-Abelian Yang-Mills theory. Our approach is based on the use of the gauge-invariant but path-dependent variables…

High Energy Physics - Theory · Physics 2007-05-23 Patricio Gaete

We develop a non-perturbative method for calculating partition functions of strongly coupled quantum mechanical systems with interactions between subsystems described by a path integral of a dual system. The dual path integral is derived…

High Energy Physics - Theory · Physics 2021-03-09 Vitaly Vanchurin

We derive anomaly constraints for Abelian and non-Abelian discrete symmetries using the path integral approach. We survey anomalies of discrete symmetries in heterotic orbifolds and find a new relation between such anomalies and the…

High Energy Physics - Theory · Physics 2008-11-26 Takeshi Araki , Tatsuo Kobayashi , Jisuke Kubo , Saul Ramos-Sanchez , Michael Ratz , Patrick K. S. Vaudrevange

The non-Abelian tensor gauge fields take value in extended Poincar\'e algebra. In order to define the invariant Lagrangian we introduce a vector variable in two alternative ways: through the transversal representation of the extended…

High Energy Physics - Theory · Physics 2018-01-17 George Savvidy

We discuss the time-continuous path integration in the coherent states basis in a way that is free from inconsistencies. Employing this notion we reproduce known and exact results working directly in the continuum. Such a formalism can set…

Quantum Physics · Physics 2016-05-24 G. Kordas , S. I. Mistakidis , A. I. Karanikas

There is an interesting dichotomy between a space-time metric considered as external field in a flat background and the same considered as an intrinsic part of the geometry of space-time. We shall describe and compare two other external…

High Energy Physics - Theory · Physics 2009-01-07 John Madore , Stefan Schraml , Peter Schupp , Julius Wess

A particular form of non-linear $\sigma$-model, having a global gauge invariance, is studied. The detailed discussion on current algebra structures reveals the non-abelian nature of the invariance, with {\it{field dependent structure…

High Energy Physics - Theory · Physics 2009-11-11 Subir Ghosh

We introduce novel equations, in the spirit of rough path theory, that parametrize level sets of intrinsically regular maps on the Heisenberg group with values in $\mathbb{R}^2$. These equations can be seen as a sub-Riemannian counterpart…

Differential Geometry · Mathematics 2016-10-28 Valentino Magnani , Eugene Stepanov , Dario Trevisan

We extend the recently developed rough path theory for Volterra equations from (Harang and Tindel, 2019) to the case of more rough noise and/or more singular Volterra kernels. It was already observed in (Harang and Tindel, 2019) that the…

Probability · Mathematics 2021-02-23 Fabian A. Harang , Samy Tindel , Xiaohua Wang