Related papers: A Version of H\"ormander's Theorem for Markovian R…

We show that the tail probability of the rough line integral $\int_{0}^{1}\phi(X_{t})dY_{t}$, where $(X,Y)$ is a 2D fractional Brownian motion with Hurst parameter $H\in(1/4,1/2)$ and $\phi$ is a $C_{b}^{\infty}$-function satisfying a mild…

Let $k$ be an algebraically closed field of characteristic $p>0$, $W$ the ring of Witt vectors over $k$ and ${R}$ the integral closure of $W$ in the algebraic closure ${\bar{K}}$ of $K:=Frac(W)$; let moreover $X$ be a smooth, connected and…

Instead of imposing the Schr\"{o}dinger equation to obtain the configuration space propagator $\csprop$ for a quantum mechanical nonlinear sigma model, we directly evaluate the phase space propagator $\psprop$ by expanding the exponent and…

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…

Gaussian quantum Markov semigroups are the natural non-commutative extension of classical Ornstein-Uhlenbeck semigroups. They arise in open quantum systems of bosons where canonical non-commuting random variables of positions and momenta…

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.…

In this article we consider rough differential equations (RDEs) driven by non-geometric rough paths, using the concept of branched rough paths introduced in Gubinelli (2004). We first show that branched rough paths can equivalently be…

In this paper we analyze operators H = a^{ij}(x,t) X_i X_j - d/dt (having adopted Einstein's convention on repeated indexes), where the X_i's are H\"ormander vector fields generating a Carnot group and A = [a_{ij}] is a symmetric and…

In a paper entitled singularities of invariant densities for random switching between two linear odes in 2D, Bakhtin et al [5], consider a Markov process obtained by random switching between two stable linear vector fields in the plane and…

We consider additive functionals of stationary Markov processes and show that under Kipnis-Varadhan type conditions they converge in rough path topology to a Stratonovich Brownian motion, with a correction to the Levy area that can be…

In this paper, we investigate a semilinear stochastic parabolic equation with a linear rough term $du_{t}=\left[L_{t}u_{t}+f\left(t, u_{t}\right)\right]dt+\left(G_{t}u_{t}+g_{t}\right)d\mathbf{X}_{t}+h\left(t, u_{t}\right)dW_{t}$, where…

In earlier works on Shape Dynamics (SD), a linear method of solving a particular set of Lichnerowicz-type equations through the implicit function theorem was developed in order to implicitly construct SD's global Hamiltonian and eliminate…

We consider flows of ordinary differential equations (ODEs) driven by path differentiable vector fields. Path differentiable functions constitute a proper subclass of Lipschitz functions which admit conservative gradients, a notion of…

In the article, the rough path theory is extended to cover paths from the exponential Besov-Orlicz space \[B^\alpha_{\Phi_\beta,q}\quad\mbox{ for }\quad \alpha\in (1/3,1/2],\,\quad \Phi_\beta(x) \sim…

Let $B=(B_1(t),..,B_d(t))$ be a $d$-dimensional fractional Brownian motion with Hurst index $\alpha\le 1/4$, or more generally a Gaussian process whose paths have the same local regularity. Defining properly iterated integrals of $B$ is a…

We conjecture that the generating series of Gromov-Witten invariants of the Hilbert schemes of $n$ points on a K3 surface are quasi-Jacobi forms and satisfy a holomorphic anomaly equation. We prove the conjecture in genus $0$ and for at…

A numerical scheme is presented for solving the Helmholtz equation with Dirichlet or Neumann boundary conditions on piecewise smooth open curves, where the curves may have corners and multiple junctions. Existing integral equation methods…

The study of the existence of hamiltonian cycles in a graph is a classic problem in graph theory. By incorporating toughness and spectral conditions, we can consider Chv\'{a}tal's conjecture from another perspective: what is the spectral…

In this note we consider differential equations driven by a signal $x$ which is $\gamma$-H\"older with $\gamma>1/3$, and is assumed to possess a lift as a rough path. Our main point is to obtain existence of solutions when the coefficients…

For a reductive group $G$, Harder-Narasimhan theory gives a structure theorem for principal $G$ bundles on a smooth projective curve $C$. A bundle is either semistable, or it admits a canonical parabolic reduction whose associated Levi…