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This article is concerned with stochastic differential equations driven by a $d$ dimensional fractional Brownian motion with Hurst parameter $H>1/4$, understood in the rough paths sense. Whenever the coefficients of the equation satisfy a…

Probability · Mathematics 2019-07-02 Xi Geng , Cheng Ouyang , Samy Tindel

We establish universal approximation theorems for infinite-dimensional geometric rough paths, i.e., we show that continuous functions on the space of infinite-dimensional weakly geometric H\"older continuous rough paths can be approximated…

Probability · Mathematics 2026-03-04 Sonja Cox , Asma Khedher , Thijs Maessen

In this article, we consider limit theorems for some weighted type random sums (or discrete rough integrals). We introduce a general transfer principle from limit theorems for unweighted sums to limit theorems for weighted sums via rough…

Probability · Mathematics 2017-07-07 Yanghui Liu , Samy Tindel

The aim of the paper is to show the probabilistically strong well-posedness of rough differential equations with distributional drifts driven by the Gaussian rough path lift of fractional Brownian motion with Hurst parameter…

Probability · Mathematics 2024-12-17 Konstantinos Dareiotis , Máté Gerencsér , Khoa Lê , Chengcheng Ling

We present a variation of quasi-isometry to approach the problem of defining a geometric notion equivalent to commensurability. In short, this variation can be summarized as "quasi-isometry with uniform parameters for a large enough family…

Group Theory · Mathematics 2010-06-01 Andreas Lochmann

This article mainly aims to overview the recent efforts on developing algebraic geometry for an arbitrary compact almost complex manifold. We review the results obtained by the guiding philosophy that a statement for smooth maps between…

Differential Geometry · Mathematics 2020-10-09 Weiyi Zhang

We prove existence and uniqueness results for (mild) solutions to some non-linear parabolic evolution equations with a rough forcing term. Our method of proof relies on a careful exploitation of the interplay between the spatial and time…

Probability · Mathematics 2009-11-03 Thomas Cass , Zhongmin Qian , Jan Tudor

In the present paper, we are going to show that outside a slim set in the sense of Malliavin (or quasi-surely), the signature path (which consists of iterated path integrals in every degree) of Brownian motion is non-self-intersecting. This…

Probability · Mathematics 2024-10-10 Horatio Boedihardjo , Xi Geng , Xuan Liu , Zhongmin Qian

We establish a weighted version of the $H^p$-theory of quasiconformal mappings.

Complex Variables · Mathematics 2019-04-02 Sita Benedict , Pekka Koskela , Xining Li

In this paper, we build the foundation for a theory of controlled rough paths on manifolds. A number of natural candidates for the definition of manifold valued controlled rough paths are developed and shown to be equivalent. The theory of…

Classical Analysis and ODEs · Mathematics 2015-06-23 Bruce K. Driver , Jeremy S. Semko

We consider a rough differential equation of the form \(dY_t=\sum_i V_i(Y_t)d\boldsymbol{X}^i_t+V_0(Y_t)dt \), where \(\boldsymbol{X}_t \) is a Markovian rough path. We demonstrate that if the vector fields \((V_i)_{0\leq i\leq d} \)…

Probability · Mathematics 2022-02-03 Guang Yang

We develop a theory of quasimaps to a moduli space of sheaves $M$ on a surface $S$. Under some assumptions, we prove that moduli spaces of quasimaps are proper and carry a perfect obstruction theory. Moreover, they are naturally isomorphic…

Algebraic Geometry · Mathematics 2025-03-26 Denis Nesterov

The It\^o formula, also known as the change-of-variables formula, is a cornerstone of It\^o stochastic calculus. Over time, this formula has been extended to apply to random processes for which classical calculus is insufficient. Since…

Probability · Mathematics 2025-09-30 Nannan Li , Xing Gao

We develop the algebraic theory of rough path translation. Particular attention is given to the case of branched rough paths, whose underlying algebraic structure (Connes-Kreimer, Grossman-Larson) makes it a useful model case of a…

Probability · Mathematics 2019-10-07 Yvain Bruned , Ilya Chevyrev , Peter K. Friz , Rosa Preiss

In this paper, we develop a refined analysis of hypergeometric functions to establish sharp quantitative integral inequalities for a general family of conformally invariant extension operators and their adjoints. Our results extend the…

Analysis of PDEs · Mathematics 2026-03-10 Qiaohua Yang , Shihong Zhang

The search for a mathematical foundation for the path integral of Euclidean quantum gravity calls for the construction of random geometry on the spacetime manifold. Following developments in physics on the two-dimensional theory, random…

General Relativity and Quantum Cosmology · Physics 2023-07-20 Timothy Budd

In this paper we prove the Wong-Zakai approximation of probability density functions of solutions at a fixed time of rough differential equations driven by fractional Brownian rough path with Hurst parameter $H$ $(1/4 <H \leq 1/2)$. Besides…

Probability · Mathematics 2025-07-28 Yuzuru Inahama

We show that every $\mathbb{R}^d$-valued Sobolev path with regularity $\alpha$ and integrability $p$ can be lifted to a Sobolev rough path provided $\alpha < 1/p<1/3$. The novelty of our approach is its use of ideas underlying Hairer's…

Probability · Mathematics 2023-01-24 Chong Liu , David J. Prömel , Josef Teichmann

Let $H$ be a quasitriangular quasi-Hopf algebra, we construct a braided group $\underline{H}$ in the quasiassociative category of left $H$-modules. Conversely, given any braided group $B$ in this category, we construct a quasi-Hopf algebra…

Quantum Algebra · Mathematics 2009-03-25 J Klim

Recently, Hairer--Pillai proposed the notion of $\theta$-roughness of a path which leads to a deterministic Norris lemma. In the Gubinelli framework (Hoelder, level 2) of rough paths, they were then able to prove a Hoermander type result…

Probability · Mathematics 2012-05-14 Peter Friz , Atul Shekhar
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