Related papers: Geometric rough paths on infinite dimensional spac…
We prove a rough It\^o formula for path-dependent functionals of $\alpha$-H\"older continuous paths for $\alpha\in(0,1)$. Our approach combines the sewing lemma and a Taylor approximation in terms of path-dependent derivatives.
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…
Whenever an It\^o-Wentsel type of formula holds for composition of flows of a certain differential dynamics, there exists locally a decomposition of the corresponding flow according to complementary distributions (or foliations, in the case…
We introduce a notion of rough paths on embedded submanifolds and demonstrate that this class of rough paths is natural. On the way we develop a notion of rough integration and an efficient and intrinsic theory of rough differential…
We consider weighted banach spaces of holomorphic functions on the upper half plane that are determined by $ \|f\|=\sup_{y>0,-\infty<x<\infty}p(y)|f(x+iy)|<\infty $ for a very large class of weight functions p. We completely solve the…
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…
Fourier normal ordering \cite{Unt09bis} is a new algorithm to construct explicit rough paths over arbitrary H\"older-continuous multidimensional paths. We apply in this article the Fourier normal ordering ordering algorithm to the…
The paper is devoted to obtaining conditions for the roughness of dichotomy in the Banach spaces. Deep analysis of the well known papers was considered. The main results also works for the case of unbounded operators.
This paper establishes a comprehensive theory of geometric rough paths for mixed fractional Brownian motion (MFBM) and its generalized multi-component extensions. We prove that for a generalized MFBM of the form $M_t^H(a) = \sum_{k=1}^N a_k…
The theory of rough paths arose from a desire to establish continuity properties of ordinary differential equations involving terms of low regularity. While essentially an analytic theory, its main motivation and applications are in…
This article shows an It\^o-Wentzell type formula adapted to rough paths with $\alpha$-H\"older regularity $\alpha \in (\frac{1}{3},\frac{1}{2}]$. We improve previous results of R. Castrequini and P. Catuogno for the Young integral and C.…
The goal of these notes is to provide an introduction to rough partial differential equations. For this purpose, we will present the theory of rough paths to the extend as it is required. Applications to stochastic partial differential…
We give a complete characterization of those $f: [0,1] \to X$ (where $X$ is a Banach space which admits an equivalent Fr\'echet smooth norm) which allow an equivalent $C^2$ parametrization. For $X=\R$, a characterization is well-known.…
We prove existence of global solutions for differential equations driven by a geometric rough path under the condition that the vector fields have linear growth. We show by an explicit counter-example that the linear growth condition is not…
We define the frame potential for a Schauder frame on a finite dimensional Banach space as the square of the $2$-summing norm of the frame operator. As is the case for frames for Hilbert spaces, we prove that the frame potential can be used…
We provide a theory of manifold-valued rough paths of bounded 3 > p-variation, which we do not assume to be geometric. Rough paths are defined in charts, and coordinate-free (but connection-dependent) definitions of the rough integral of…
In this article, we prove an existence theorem regarding the weak solutions to the hyperbolic-type partial dynamic equation \begin{equation*}\begin{array}{l} z^{\Gamma\Delta}(x,y)=f(x, y, z(x, y)), z(x, 0)=0, \ \ \ z(0, y)=0 \end{array}, \…
We consider ill-posed linear operator equations with operators acting between Banach spaces. For solution approximation, the methods of choice here are projection methods onto finite dimensional subspaces, thus extending existing results…
In this paper we give sharp extension results for convoluted solutions of abstract Cauchy problems in Banach spaces. The main technique is the use of algebraic structure (for usual convolution product $\ast$) of these solutions which are…
This paper revisits the concept of rough paths of inhomogeneous degree of smoothness (geometric \Pi-rough paths in our terminology) sketched by Lyons ("Differential equations driven by rough signals", Revista Mathematica Iber. Vol 14, Nr.…