Related papers: Young and rough differential inclusions

We study existence and uniqueness of solutions to the equation $dX_t=b(X_t)dt + dB_t$, where $b$ is a distribution in some Besov space and $B$ is a fractional Brownian motion with Hurst parameter $H\leqslant 1/2$. First, the equation is…

Let \(\mathbb D\) denote the unit disc in \(\mathbb C\). For a domain \(D\subset\mathbb C\) and a point \(p\in D\), let \(M_D(p)\) denote the supremum of \(\|df_0\|\) over all harmonic maps \(f:\mathbb D\to D\) with \(f(0)=p\) whose…

This article studies the solutions of time-dependent differential inclusions which is motivated by their utility in the modeling of certain physical systems. The differential inclusion is described by a time-dependent set-valued mapping…

We set up controlled rough paths for a class of combinatorial Hopf algebras, encompassing shuffle, Butcher-Connes-Kreimer and Munthe-Kaas--Wright Hopf algebras. The class of controls we consider encompasses both H\"older continuous paths…

Let $\Gamma$ be a countable discrete group, $H$ a lcsc totally disconnected group and $\rho : \Gamma \rightarrow H$ a homomorphism with dense image. We develop a general and explicit technique which provides, for every compact open subgroup…

A generalized divergence theorem is established allowing for domains with inner boundaries. The normal trace of a rough integrand is not a Radon measure; rather, the boundary integral is expressed via a surface functional continuous with…

Motivated by mechanical problems where external forces are non-smooth, we consider the differential inclusion problem \[ \begin{cases} -\Delta u(x)\in \partial F(u(x))+\lambda \partial G(u(x))\ \mbox{in}\ \Omega \newline u\geq 0\ \mbox{in}\…

We provide an account for the existence and uniqueness of solutions to rough differential equations under the framework of controlled rough paths. The case when the driving path is $\beta$-H\"older continuous, for $\beta>1/3$, is widely…

Controlling the False Discovery Rate (FDR) is critical for reproducible variable selection, especially given the prevalence of complex predictive modeling. The recent Split Knockoff method, an extension of the canonical Knockoffs framework,…

We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…

In the process of constructing invariant difference schemes which approximate partial differential equations we write down a procedure for discretizing an arbitrary partial differential equation on an arbitrary lattice. An open problem is…

We study a catching-up algorithm for a class of differential inclusions driven by maximal monotone operators with continuous perturbations. Using a decomposition of the monotone operator into the closed convex hull of its single-valued part…

We prove a sharp higher differentiability result for local minimizers of functionals of the form $$\mathcal{F}\left(w,\Omega\right)=\int_{\Omega}\left[ F\left(x,Dw(x)\right)-f(x)\cdot w(x)\right]dx$$ with non-autonomous integrand $F(x,\xi)$…

In this work, we prove global existence of solutions for second order differential problems in a general framework. More precisely, we consider second order differential inclusions involving proximal normal cone to a set-valued map. This…

Let $\Lambda$ be a finite dimensional algebra over an algebraically closed field. Criteria are given which characterize existence of a fine or coarse moduli space classifying, up to isomorphism, the representations of $\Lambda$ with fixed…

In a previous paper, an implementable algorithm was introduced to compute discrete solutions of sweeping processes (i.e. specific first order differential inclusions). The convergence of this numerical scheme was proved thanks to…

This work considers a type of slow-fast system, where the slow component is driven by fractional Brownian motion with H > 1/2 and the fast component is a Markovian stationary process. Our solution mapping is defined based on the…

For Hardy spaces and weighted Bergman spaces on the open unit ball in ${\mathbb C}^n$, we determine exactly when $A^p_\alpha\subset H^q$ or $H^p\subset A^q_\alpha$, where $0<q<\infty$, $0<p<\infty$, and $-\infty<\alpha<\infty$. For each…

We prove that if $f:\mathbb{R}\to\mathbb{R}$ is Lipschitz continuous, then for every $H\in(0,1/4]$ there exists a probability space on which we can construct a fractional Brownian motion $X$ with Hurst parameter $H$, together with a process…

Let $f:\mathbb{D}\to\mathbb{C}$ be a bounded analytic function. A set $K\subset\mathbb{D}$ which contains the point $1$ in its boundary is called a convergence set for $f$ at $1$ if $f(z)$ converges to some value $\zeta$ as $z\to1$ with…