Related papers: Variability of paths and differential equations wi…
We derive It\^o-type change of variable formulas for smooth functionals of irregular paths with non-zero $p-$th variation along a sequence of partitions where $p \geq 1$ is arbitrary, in terms of fractional derivative operators, extending…
This note is to concern a generalization to the case of twisted coefficients of the classical theory of Abelian differentials on a compact Riemann surface. We apply the Dirichlet's principle to a modified energy functional to show the…
We study one-dimensional stochastic differential equations of form $dX_t = \sigma(X_t)dY_t$, where $Y$ is a suitable H\"older continuous driver such as the fractional Brownian motion $B^H$ with $H>\frac12$. The innovative aspect of the…
Whenever variables $\phi=(\phi^1,\phi^2,\ldots)$ are discarded from a system, and the discarded information capacity $\mathcal{S}(x)$ depends on the value of an observable $x$, a quantum correction $\Delta V_\mathrm{eff}(x)$ appears in the…
A result of A.M. Davie [Int. Math. Res. Not. 2007] states that a multidimensional stochastic equation $dX_t = b(t, X_t)\,dt + dW_t$, $X_0=x$, driven by a Wiener process $W= (W_t)$ with a coefficient $b$ which is only bounded and measurable…
We study some functional inequalities satisfied by the distribution of the solution of a stochastic differential equation driven by fractional Brownian motions. Such functional inequalities are obtained through new integration by parts…
Motivated by problems where jumps across lower dimensional subsets and sharp transitions across interfaces are of interest, this paper studies the properties of fractional bounded variation ($BV$)-type spaces. Two different natural…
The purpose of this paper is twofold. Firstly, we prove transportation inequalities ${\bf T_2}(C)$ on the space of continuous paths with respect to the uniform metric for the law of the solution to a class of non-linear monotone stochastic…
We consider a variant of the Seiberg-Witten equations for multiple-spinors. The moduli space of solutions to our generalized Seiberg-Witten equations in the setting of K\"ahler surfaces has a direct relation with ASD connections of…
In this paper, existence and uniqueness are proved for path-dependent McKean-Vlasov type SDEs with integrability conditions. Gradient estimates and Harnack type inequalities are derived in the case that the coefficients are Dini continuous…
We consider versions of Malliavin calculus on path spaces of compact manifolds with diffusion measures, defining Gross-Sobolev spaces of differentiable functions and proving their intertwining with solution maps, I, of certain stochastic…
In this work we investigate the long-time behavior, that is the existence and characterization of invariant measures as well as convergence of transition probabilities, for Markov processes obtained as the unique mild solution to stochastic…
We study existence and uniqueness of bounded solutions to a fractional sublinear elliptic equation with a variable coefficient, in the whole space. Existence is investigated in connection to a certain fractional linear equation, whereas the…
We consider a stochastic boundary value elliptic problem on a bounded domain $D\subset \mathbb{R}^k$, driven by a fractional Brownian field with Hurst parameter $H=(H_1,...,H_k)\in[{1/2},1[^k$. First we define the stochastic convolution…
We study $BV$ functions in a Hilbert space $X$ endowed with a probability measure $\nu$, assuming that $\nu$ is Fomin differentiable along suitable directions. We establish basic characterizations, and we apply the general theory to…
We construct a new topology on the space of stopped paths and introduce a calculus for causal functionals on generic domains of this space. We propose a generic approach to pathwise integration without any assumption on the variation index…
This case study proposes robustness quantifications of many classical sample path properties of Brownian motion in terms of the (mean) deviation frequencies along typical a.s.~approximations. This includes L\'evy's construction of Brownian…
We propose a stochastic interpretation of spacetime non-commutativity starting from the path integral formulation of quantum mechanical commutation relations. We discuss how the (non-)commutativity of spacetime is inherently related to the…
In this paper, we establish the existence of a stochastic flow of Sobolev diffeomorphisms \[\mathbb{R}^d\ni x\quad\longmapsto\quad\phi_{s,t}(x)\in \mathbb{R}^d,\qquad s,t\in\mathbb{R}\] for a stochastic differential equation (SDE) of the…
The properties of two forms of the gradient expanded Kadanoff--Baym equations, i.e. the Kadanoff--Baym and Botermans-Malfliet forms, suitable to describe the transport dynamics of particles and resonances with broad spectral widths, are…