Related papers: Planarly branched rough paths and rough differenti…
Multi-dimensional continuous local martingales, enhanced with their stochastic area process, give rise to geometric rough paths with a.s. finite homogenous p-variation, p>2. Here we go one step further and establish quantitative bounds of…
We study approximations to a class of vector-valued equations of Burgers type driven by a multiplicative space-time white noise. A solution theory for this class of equations has been developed recently in [Hairer, Weber, Probab. Theory…
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 prove well-posedness and rough path stability of a class of linear and semi-linear rough PDE's on $\mathbb{R}^d$ using the variational approach. This includes well-posedness of (possibly degenerate) linear rough PDE's in…
Many important theorems in differential topology relate properties of manifolds to properties of their underlying homotopy types -- defined e.g. using the total singular complex or the \v{C}ech nerve of a good open cover. Upon embedding the…
The existence of unique solutions is established for rough differential equations (RDEs) with path-dependent coefficients and driven by c\`adl\`ag rough paths. Moreover, it is shown that the associated solution map, also known as…
In this paper, we present an algebraic formalism inspired by Butcher's B-series in numerical analysis and the Connes-Kreimer approach to perturbative renormalization. We first define power series of non linear operators and propose several…
We establish two results concerning a class of geometric rough paths $\mathbf{X}$ which arise as Markov processes associated to uniformly subelliptic Dirichlet forms. The first is a support theorem for $\mathbf{X}$ in $\alpha$-H\"older…
We construct an explicit Hopf algebra isomorphism from the algebra of heap-ordered trees to that of quasi-symmetric functions, generated by formal permutations, which is a lift of the natural projection of the Connes-Kreimer algebra of…
The aim of this work is to establish numerous interrelated gradient estimates in the nonlinear nonlocal setting. First of all, we prove that weak solutions to a class of homogeneous nonlinear nonlocal equations of possibly arbitrarily low…
We study non-expanding random walks on the space of affine lattices and establish a new classification theorem for stationary measures. Further, we prove a theorem that relates the genericity with respect to these random walks to Birkhoff…
We construct solutions to Burgers type equations perturbed by a multiplicative space-time white noise in one space dimension. Due to the roughness of the driving noise, solutions are not regular enough to be amenable to classical methods.…
We introduce a numerical framework for dispersive equations embedding their underlying resonance structure into the discretisation. This will allow us to resolve the nonlinear oscillations of the PDE and to approximate with high order…
A non-commutative, planar, Hopf algebra of rooted trees was proposed in L. Foissy, Bull. Sci. Math. 126 (2002) 193-239. In this paper we propose such a non-commutative Hopf algebra for graphs. In order to define a non-commutative product we…
We consider rough differential equations whose coefficients contain path-dependent bounded variation terms and prove the existence and a priori estimate of solutions. These equations include classical path-dependent SDEs containing running…
We construct in this article an explicit geometric rough path over arbitrary $d$-dimensional paths with finite $1/\alpha$-variation for any $\alpha\in(0,1)$. The method may be coined as 'Fourier normal ordering', since it consists in a…
This is an expended and revised version of the preprint "Schematization of homotopy types". The purpose of this work is to introduce a notion of \emph{affine stacks}, which is a homotopy version of the notion of affine schemes, and to give…
A theory of differential equations driven by a non-differentiable path has recently been developed by Lyons. We develop an alternative approach to this theory, using (modified Euler approximations), and investigate its applicability to…
In this paper we give sharp extension results for convoluted solutions of abstract Cauchy problems in Banach spaces. The main technique is the use of algebraic structure (for usual convolution product $\ast$) of these solutions which are…
Given any simple biorientable graph it is shown that there exists a weak {*}-Hopf algebra constructed on the vector space of graded endomorphisms of essential paths on the graph. This construction is based on a direct sum decomposition of…