Related papers: Young and rough differential inclusions
For $l$-homogeneous linear differential operators $\mathcal{A}$ of constant rank, we study the implication $v_j\rightharpoonup v$ in $X$ and $\mathcal{A} v_j\rightarrow \mathcal{A} v$ in $W^{-l}Y$ implies $F(v_j)\rightsquigarrow F(v)$ in…
We prove a large deviation principle for the slow-fast rough differential equations under the controlled rough path framework. The driver rough paths are lifted from the mixed fractional Brownian motion with Hurst parameter $H\in…
The aim of this study to investigate the existence of solutions for the following nonlocal integral boundary value problem of Caputo type fractional differential inclusions. To achieve our goals, we take advantage of fixed point theorems…
We consider a rough differential equation with a non-linear damping drift term: \begin{align*} dY(t) = - |Y|^{m-1} Y(t) dt + \sigma(Y(t)) dX(t), \end{align*} where $X$ is a branched rough path of arbitrary regularity $\alpha >0$, $m>1$ and…
We develop a variant of rough path theory tailor-made for analyzing a class of financial asset price models known as rough volatility models. As an application, we prove a pathwise large deviation principle (LDP) for a certain class of…
We say that a subset of C^n is hypoconvex if its complement is the union of complex hyperplanes. Let D be the closed unit disk in C, T the unit circle. We prove two conjectures of Helton and Marshall. (See ``Frequency domain design and…
We are interested in existence results for second order differential inclusions, involving finite number of unilateral constraints in an abstract framework. These constraints are described by a set-valued operator, more precisely a proximal…
This paper discusses the approximate controllability of a fractional differential control problem driven by a nonlinear hemivariational inequality in a Hilbert space. First, we prove the existence of a mild solution for a fractional control…
In this paper, we study the differential inclusion associated to the minimal surface system for two-dimensional graphs in $\mathbb{R}^{2 + n}$. We prove regularity of $W^{1,2}$ solutions and a compactness result for approximate solutions of…
We consider a system of differential equations in a fast long range dependent random environment and prove a homogenization theorem involving multiple scaling constants. The effective dynamics solves a rough differential equation, which is…
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…
In this paper we prove that under weak conditions a nonautonomous Young differential equation possesses a unique solution which depends continuously on initial conditions. The proofs use estimates in p-variation norms, greedy time…
The framework of differential inclusions encompasses modern optimal control and the calculus of variations. Necessary optimality conditions in the literature identify potentially optimal paths, but do not show how to perturb paths to…
Using some basic notions from the theory of Hopf algebras and quasi-shuffle algebras, we introduce rigorously a new family of rough paths: the quasi-geometric rough paths. We discuss their main properties. In particular, we will relate them…
We define and solve Volterra equations driven by an irregular signal, by means of a variant of the rough path theory called algebraic integration. In the Young case, that is for a driving signal with H\"older exponent greater than 1/2, we…
This work is to give the large deviation for a slow-fast system with level 3 random geometric rough path. Different from that driver rough path is of level 2, now the driver path comes from an anisotropic rough path that is lifted from the…
Here we consider the following fractional Hamiltonian system \begin{equation*} \begin{cases} \begin{aligned} (-\Delta)^{s} u&=H_v(u,v) \;\;&&\text{in}~\Omega,\\ (-\Delta)^{s} v&=H_u(u,v) &&\text{in}~\Omega,\\ u &= v = 0 &&\text{in} ~…
In this note, we study the non-linear evolution problem $dY_t = -A Y_t dt + B(Y_t) dX_t$, where $X$ is a $\gamma$-H\"older continuous function of the time parameter, with values in a distribution space, and $-A$ the generator of an…
In this work we prove the existence of solution for a class of perturbed fractional Hamiltonian systems given by \begin{eqnarray}\label{eq00} -{_{t}}D_{\infty}^{\alpha}(_{-\infty}D_{t}^{\alpha}u(t)) - L(t)u(t) + \nabla W(t,u(t)) = f(t),…
We introduce a class of flat currents with fractal properties, called fractional currents, which satisfy a compactness theorem and remain stable under pushforwards by H\"older continuous maps. In top dimension, fractional currents are the…