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Related papers: On Sobolev rough paths

200 papers

We consider maps into Riemannian manifolds of non-positive curvature and start developing a systematic PDE theory. We control the Sobolev $H^{2,2}$-norm of such a map in terms of its energy, the $L^2$-norm of its tension field and a…

Differential Geometry · Mathematics 2007-05-23 Wenyi Chen , Juergen Jost

Based on an isomorphism between Grossman Larson Hopf algebra and Tensor Hopf algebra, we apply a sub-Riemannian geometry technique to branched rough differential equations and obtain the explicit Lipschitz continuity of the solution with…

Probability · Mathematics 2024-08-08 Jing Zou , Danyu Yang

We show how to use geometric arguments to prove that the terminal solution to a rough differential equation driven by a geometric rough path can be obtained by driving the same equation by a piecewise linear path. For this purpose, we…

Classical Analysis and ODEs · Mathematics 2022-02-01 Youness Boutaib

Sobolev spaces are a natural framework for the analysis of problems in partial differential equations and calculus of variations. Some physical and geometric contexts, such as liquid crystals models and harmonic maps, lead to consider…

Analysis of PDEs · Mathematics 2017-02-06 Jean Van Schaftingen

This paper regroups some of the basic properties of Lipschitz maps and their flows. Many of the results presented here are classical in the case of smooth maps. We prove them here in the Lipschitz case for a better understanding of the…

Classical Analysis and ODEs · Mathematics 2019-01-23 Youness Boutaib

This paper and its follow-up arXiv:2508.11109 are concerned with the well-posedness and $\mathrm{L}^p$-based Sobolev regularity for appropriate weak formulations of a family of prototypical PDEs posed on manifolds of minimal regularity. In…

Analysis of PDEs · Mathematics 2026-04-20 Gonzalo A. Benavides , Ricardo H. Nochetto , Mansur Shakipov

We use the scale of Besov spaces B^\alpha_{\tau,\tau}(O), \alpha>0, 1/\tau=\alpha/d+1/p, p fixed, to study the spatial regularity of the solutions of linear parabolic stochastic partial differential equations on bounded Lipschitz domains…

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…

Probability · Mathematics 2017-09-18 Peter K. Friz , Huilin Zhang

We study a class of nonlinear Burgers-type stochastic partial differential equations driven by additive space-time white noise in one spatial dimension. Building on the rough path framework initiated by Hairer, which provides a pathwise…

Probability · Mathematics 2026-01-26 Nannan Li , Xing Gao

Motivated by the need to develop a general framework for performing statistical inference for discretely observed random rough differential equations, our aim is to construct a geometric $p$-rough path ${\bf X}$ whose response $Y$, when…

Classical Analysis and ODEs · Mathematics 2026-03-30 Thomas Morrish , Theodore Papamarkou , Anastasia Papavasiliou , Yang Zhao

The purpose of this article is to solve rough differential equations with the theory of regularity structures. These new tools recently developed by Martin Hairer for solving semi-linear partial differential stochastic equations were…

Probability · Mathematics 2019-10-15 Antoine Brault

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…

Probability · Mathematics 2018-06-18 Ilya Chevyrev , Marcel Ogrodnik

A linear quadratic Dirichlet control problem posed on a possibly non-convex polygonal domain is analyzed. Detailed regularity results are provided in classical Sobolev (Slobodetskii) spaces. In particular, it is proved that in the presence…

Numerical Analysis · Mathematics 2018-05-03 Thomas Apel , Mariano Mateos , Johannes Pfefferer , Arnd Rösch

We construct planar bi-Sobolev mappings whose local volume distortion is bounded from below by a given function $f\in L^p$ with $p>1$, i.e. bi-Sobolev solutions for the prescribed Jacobian inequality in the plane for right-hand sides $f\in…

Analysis of PDEs · Mathematics 2016-07-05 Julian Fischer , Olivier Kneuss

Malliavin Calculus is about Sobolev-type regularity of functionals on Wiener space, the main example being the Ito map obtained by solving stochastic differential equations. Rough path analysis is about strong regularity of solution to…

Probability · Mathematics 2007-11-12 Thomas Cass , Peter Friz , Nicolas Victoir

Using the coupling method introduced in \cite{Geiss:Ylinen:21}, we investigate regularity properties of stochastic differential equations, where we consider the Lipschitz case in $\R^d$ and allow for H\"older continuity of the diffusion…

Probability · Mathematics 2025-05-21 Stefan Geiss , Xilin Zhou

We study bounded trace maps on hypersurfaces for Sobolev spaces from a point of view that is fundamentally different from the one in the classical theory. This allows us to construct bounded trace maps under weak regularity assumptions on…

Analysis of PDEs · Mathematics 2021-08-09 Ricardo Weder

This work investigates the Sobolev regularity of solutions to perturbed fractional 1-Laplace equations. Under the assumption that weak solutions are locally bounded, we establish that the regularity properties are analogous to those…

Analysis of PDEs · Mathematics 2025-10-17 Dingding Li , Chao Zhang

We develop a general framework for pathwise stochastic integration that extends F\"ollmer's classical approach beyond gradient-type integrands and standard left-point Riemann sums and provides pathwise counterparts of It\^o, Stratonovich,…

Probability · Mathematics 2025-07-24 Purba Das , Anna P. Kwossek , David J. Prömel

We construct a pathwise integration theory, associated with a change of variable formula, for smooth functionals of continuous paths with arbitrary regularity defined in terms of the notion of $p$-th variation along a sequence of time…

Probability · Mathematics 2019-05-07 Rama Cont , Nicolas Perkowski