Related papers: Geometric rough paths on infinite dimensional spac…
The combination of functional limit theorems with the pathwise analysis of deterministic and stochastic differential equations has proven to be a powerful approach to the analysis of fast-slow systems. In a multivariate setting, this…
A Banach space with a Schauder basis is said to be $\alpha$-minimal for some countable ordinal $\alpha$ if, for any two block subspaces, the Bourgain embeddability index of one into the other is at least $\alpha$. We prove a dichotomy that…
We consider a differential equation driven by a Brownian motion as well as a rough path. We prove a Girsanov-type result for this equation to construct a weak solution in the probabilistic sense.
As a model of more general contour integration problems we consider the numerical calculation of high-order derivatives of holomorphic functions using Cauchy's integral formula. Bornemann (2011) showed that the condition number of the…
The existence of unique solutions is established for rough differential equations (RDEs) with path-dependent coefficients and driven by c\`adl\`ag rough paths. Moreover, it is shown that the associated solution map, also known as…
We extend the recently developed rough path theory for Volterra equations from (Harang and Tindel, 2019) to the case of more rough noise and/or more singular Volterra kernels. It was already observed in (Harang and Tindel, 2019) that the…
A problem of Banach asks whether every infinite-dimensional Banach space which is isomorphic to all its infinite-dimensional subspaces must be isomorphic to a separable Hilbert space. In this paper we prove a result of a Ramsey-theoretic…
For a Hilbert space valued martingale $(f_n)$ and an adapted sequence of positive random variables $(w_n)$, we show the weighted Davis type inequality \[ \mathbb{E} \Bigl( |f_0| w_0 + \frac{1}{4} \sum_{n=1}^{N} \frac{|df_n|^2}{f^*_n} w_n…
In this article, we show how the theory of rough paths can be used to provide a notion of solution to a class of nonlinear stochastic PDEs of Burgers type that exhibit too high spatial roughness for classical analytical methods to apply. In…
This article introduces an innovative mathematical framework designed to tackle non-linear convex variational problems in reflexive Banach spaces. Our approach employs a versatile technique that can handle a broad range of variational…
We give a characterization of metric space valued Sobolev maps in terms of weak* derivatives. This corrects a previous result by Haj{\l}asz and Tyson.
We study the concept of quadratic variation of a continuous path along a sequence of partitions and its dependence with respect to the choice of the partition sequence. We define the concept of quadratic roughness of a path along a…
Proximal gradient methods are a popular tool for the solution of structured, nonsmooth minimization problems. In this work, we investigate an extension of the former to general Banach spaces and provide worst-case convergence rates for,…
The present paper continues the study of infinite dimensional calculus via regularization, started by C. Di Girolami and the second named author, introducing the notion of weak Dirichlet process in this context. Such a process X, taking…
We compute the Borel complexity of some classes of Banach spaces such as different versions of diameter two properties, spaces satisfying the Daugavet equation or spaces with an octahedral norm. In most of the above cases our computation is…
We generalize the heuristic parameter choice rule of Hanke-Raus for quadratic regularization to general variational regularization for solving linear as well as nonlinear ill-posed inverse problems in Banach spaces. Under source conditions…
This paper introduces the path derivatives, in the spirit of Dupire's functional It\^o calculus, for the controlled paths in the rough path theory with possibly non-geometric rough paths. The theory allows us to deal with rough integration…
The notes are an overview of part of the theory of pathwise weak solutions to two classes of scalar fully nonlinear first- and second-order degenerate parabolic partial differential equations with multiplicative rough time dependence, a…
In this paper we study the problem of extending functions with values in a locally convex Hausdorff space $E$ over a field $\mathbb{K}$, which have weak extensions in a weighted Banach space $\mathcal{F}\nu(\Omega,\mathbb{K})$ of…
We study dentable maps from a closed convex subset of a Banach space into a metric space as an attempt of generalize the Radon-Nikod\'ym property to a "less linear" frame. We note that a certain part of the theory can be developed in rather…