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Related papers: On the rough Gronwall lemma and its applications

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In this paper, we introduce the branched signature model, motivated by the branched rough path framework of [Gubinelli, Journal of Differential Equations, 248(4), 2010], which generalizes the classical geometric rough path. We establish a…

Numerical Analysis · Mathematics 2025-11-04 Munawar Ali , Qi Feng

Some well-known examples of constrained quantum systems commonly quantized via Feynman path integrals are re-examined using the notion of conditional integrators introduced in [1]. The examples yield some new perspectives on old results. As…

Mathematical Physics · Physics 2026-02-09 J. LaChapelle

Using rough path techniques, we provide a priori estimates for the output of Deep Residual Neural Networks in terms of both the input data and the (trained) network weights. As trained network weights are typically very rough when seen as…

Machine Learning · Computer Science 2023-02-22 Christian Bayer , Peter K. Friz , Nikolas Tapia

We consider rough paths with jumps. In particular, the analogue of Lyons' extension theorem and rough integration are established in a jump setting, offering a pathwise view on stochastic integration against cadlag processes. A class of…

Probability · Mathematics 2014-12-01 Peter Friz , Atul Shekhar

Using the principle of structural analogy of solutions, approaches have been developed for constructing exact solutions of complex nonlinear PDEs, including PDEs with delay, based on the use of special solutions to auxiliary simpler related…

Exactly Solvable and Integrable Systems · Physics 2024-06-03 Andrei D. Polyanin

In this article, we establish a "Gehring lemma" for a real function satisfying a reverse H\"older inequality on all "kinetic cylinders" contained in a large one: it asserts that the integrability degree of the function improves under such…

Analysis of PDEs · Mathematics 2024-10-08 Jessica Guerand , Cyril Imbert , Clément Mouhot

We summarise the effective field theory of dark energy construction to explore observable predictions of linear Horndeski theories. Based on \cite{Perenon:2016blf}, we review the diagnostic of these theories on the correlation of the…

General Relativity and Quantum Cosmology · Physics 2019-06-14 Louis Perenon , Hermano Velten

We provide nonlinear generalizations of a class of stochastic Gronwall inequalities that have been studied by von Renesse and Scheutzow (2010), Scheutzow (2013), Xie and Zhang (2020) and Mehri and Scheutzow (2021). This class of stochastic…

Probability · Mathematics 2023-04-25 Sarah Geiss

This paper investigates the convergence of Wong--Zakai approximations to regime-switching stochastic differential equations, generated by a collection of finite-variation approximations to Brownian motion. We extend the results of Nguyen…

Probability · Mathematics 2023-04-21 Jasper Barr , Giang T. Nguyen , Oscar Peralta

We study Extremal Combinatorics problems where local properties are used to derive global properties. That is, we consider a given configuration where every small piece of the configuration satisfies some restriction, and use this local…

Combinatorics · Mathematics 2018-07-24 Cosmin Pohoata , Adam Sheffer

Recent years have witnessed a growth in mathematics for deep learning--which seeks a deeper understanding of the concepts of deep learning with mathematics and explores how to make it more robust--and deep learning for mathematics, where…

Machine Learning · Computer Science 2023-10-31 Derick Nganyu Tanyu , Jianfeng Ning , Tom Freudenberg , Nick Heilenkötter , Andreas Rademacher , Uwe Iben , Peter Maass

Delay differential equations are of great importance in science, engineering, medicine and biological models. These type of models include time delay phenomena which is helpful for characterising the real-world applications in machine…

Numerical Analysis · Mathematics 2021-03-17 Burcu Gürbüz

There are numerous applications of the classical (deterministic) Gronwall inequality. Recently, Michael Scheutzow discovered a stochastic Gronwall inequality which provides upper bounds for $p$-th moments, $p\in(0,1)$, of the supremum of…

Probability · Mathematics 2022-04-18 Anselm Hudde , Martin Hutzenthaler , Sara Mazzonetto

In this paper we solve real-valued rough differential equations (RDEs) reflected on an irregular boundary. The solution $Y$ is constructed as the limit of a sequence $(Y^n)_{n\in\mathbb{N}}$ of solutions to RDEs with unbounded drifts…

Probability · Mathematics 2020-08-28 Alexandre Richard , Etienne Tanré , Soledad Torres

We embed the rough integration in a larger geometrical/algebraic framework of integrating one-forms against group-valued paths, and reduce the rough integral to an inhomogeneous analogue of the classical Young integral. We define dominated…

Classical Analysis and ODEs · Mathematics 2016-01-05 Terry J. Lyons , Danyu Yang

We develop a rough-path framework for two-parameter rough differential equations on rectangular and simplicial domains, motivated by the signature kernel and Schwinger--Dyson kernel equations. The theory is formulated in spaces of jointly…

Probability · Mathematics 2026-05-12 Thomas Cass , Dan Crisan , Andrea Iannucci , William F. Turner

The $r^p$ method, first introduced in [DR10], has become a robust strategy to prove decay for wave equations in the context of black holes and beyond. In this note, we propose an extension of this method, which is particularly suitable for…

Analysis of PDEs · Mathematics 2025-05-21 Maxime Van de Moortel

We show how effective-potential path-integrals methods, stemming on a simple and nice idea originally due to Feynman and successfully employed in Physics for a variety of quantum thermodynamics applications, can be used to develop an…

Computational Finance · Quantitative Finance 2020-09-25 Luca Capriotti , Ruggero Vaia

We develop a method for evaluation of A. Einstein's strength of systems of partial differential and difference equations based on the computation of Hilbert-type dimension polynomials of the associated differential and difference field…

Analysis of PDEs · Mathematics 2012-05-31 Christian Dönch , Alexander Levin

The Effective Field Theory of Dark Energy (EFTofDE) provides a systematic and model-independent framework to study dark energy (DE) and modified gravity (MG) with one additional scalar degree of freedom. It can describe the known models…

Cosmology and Nongalactic Astrophysics · Physics 2025-09-18 Chi Zheng , Wei Liu , Zonghao Zhan , Wenjuan Fang