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We study the relationship between mixed stochastic differential equations and the corresponding rough path equations driven by standard Brownian motion and fractional Brownian motion with Hurst parameter $H>1/2$. We establish a correction…

Probability · Mathematics 2015-04-28 Andreas Neuenkirch , Taras Shalaiko

We discuss stochastic calculus for large classes of Gaussian processes, based on rough path analysis. Our key condition is a covariance measure structure combined with a classical criterion due to Jain and Monrad [Ann. Probab. 11 (1983)…

Probability · Mathematics 2016-02-11 Peter K. Friz , Benjamin Gess , Archil Gulisashvili , Sebastian Riedel

We give a version of Gromov's compactess theorem for pseudoholomorphic curves in the case of quasiregular mappings between closed manifolds. More precisely we show that, given $K\ge 1$ and $D\ge 1$, any sequence $(f_n \colon M \to N)$ of…

Differential Geometry · Mathematics 2019-04-02 Pekka Pankka , Juan Souto

We prove a representation for the support of McKean Vlasov Equations. To do so, we construct functional quantizations for the law of Brownian motion as a measure over the (non-reflexive) Banach space of H\"older continuous paths. By solving…

Probability · Mathematics 2020-03-05 Thomas Cass , Goncalo dos Reis , William Salkeld

The Hamiltonian operator describing a quantum particle on a path often extends holomorphically to a complex neighborhood of the path. When it does, it can be seen as the local expression of a complex projective structure, and its…

Geometric Topology · Mathematics 2020-08-11 Aaron Fenyes

In this note, we extend the theory of Chern-Cheeger-Simons to construct canonical invariants for a one-parameter family of flat connections on a smooth manifold. These invariants lie in degrees $(2p-2)$-cohomology with $\C/\Z$-cohomology,…

Differential Geometry · Mathematics 2013-10-02 Jaya NN Iyer

The present paper is devoted to the study of sample paths of G-Brownian motion and stochastic differential equations (SDEs) driven by G-Brownian motion from the view of rough path theory. As the starting point, we show that quasi-surely,…

Probability · Mathematics 2013-06-11 Xi Geng , Zhongmin Qian , Danyu Yang

We describe $H^p(V)$, a subset of $p$-rough path space $\Omega_p(V)$ which is a vector space under an addition operation $\boxplus$ and a scalar multiplication $\odot$. We show that the domain of $\boxplus$ can be extended to…

Classical Analysis and ODEs · Mathematics 2026-01-23 Martin Geller , Terry Lyons

We work with non-planar rooted trees which have a label set given by an arbitrary vector space $V$. By equipping $V$ with a complete locally convex topology, we show how a natural topology is induced on the tree algebra over $V$. In this…

Probability · Mathematics 2017-10-18 Thomas Cass , Martin P. Weidner

We consider anticipative Stratonovich stochastic differential equations driven by some stochastic process (not necessarily a semi-martingale). No adaptedness of initial point or vector fields is assumed. Under a simple condition on the…

Probability · Mathematics 2007-05-23 Laure Coutin , Peter Friz , Nicolas Victoir

In this article, we study quasimaps to moduli spaces of sheaves on a $K3$ surface $S$. We construct a surjective cosection of the obstruction theory of moduli spaces of quasimaps. We then establish reduced wall-crossing formulas which…

Algebraic Geometry · Mathematics 2025-03-20 Denis Nesterov

Inspired by the work of Ellenberg, Elsholtz, Hall, and Kowalski, we investigate how the property of the generic fiber of a one-parameter family of abelian varieties being geometrically simple extends to other fibers. In \cite{EEHK09}, the…

Number Theory · Mathematics 2025-08-25 Yu Fu

We discuss regular and weak solutions to rough partial differential equations (RPDEs), thereby providing a (rough path-)wise view on important classes of SPDEs. In contrast to many previous works on RPDEs, our definition gives honest…

Probability · Mathematics 2019-02-11 Joscha Diehl , Peter K. Friz , Wilhelm Stannat

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.

Probability · Mathematics 2025-07-14 Franziska Bielert

Based on two isomorphisms of Hopf algebras, we provide a bound in the optimal order on the remainder of the truncated Taylor expansion for controlled differential equations driven by branched rough paths.

Probability · Mathematics 2023-01-23 Danyu Yang

Bielliptic surfaces appear as quotient of a product of two elliptic curves and were classified by Bagnera-Franchis. We give a concrete way of computing their GW-invariants with point insertions using a floor diagram algorithm. Using the…

Algebraic Geometry · Mathematics 2024-01-04 Thomas Blomme

We develop the theory of almost-holomorphic and quasimodular forms for orthogonal groups of a lattice of signature $(2,n)$ through orthogonal lowering and raising operators. The interactions with the regularized theta lift of Borcherds is a…

Algebraic Geometry · Mathematics 2025-05-15 Georg Oberdieck , Brandon Williams

Classically, regular homomorphisms have been defined as a replacement for Abel--Jacobi maps for smooth varieties over an algebraically closed field. In this work, we interpret regular homomorphisms as morphisms from the functor of families…

Algebraic Geometry · Mathematics 2022-10-13 Jeff Achter , Sebastian Casalaina-Martin , Charles Vial

We propose an extension of the theory of parity sheaves, which allows for non-locally constant sheaves along strata. Our definition is tailored for proving the existence of (proper, quasihereditary, etc) stratifications of…

Representation Theory · Mathematics 2025-10-07 Ruslan Maksimau , Alexandre Minets

Let $G$ be a connected, simply connected, simple, complex, linear algebraic group. Let $P$ be an arbitrary parabolic subgroup of $G$. Let $X=G/P$ be the $G$-homogeneous projective space attached to this situation. Let $d\in H_2(X)$ be a…

Algebraic Geometry · Mathematics 2017-06-21 Christoph Bärligea