Related papers: Lipschitz-stability of Controlled Rough Paths and …
This paper establishes the existence and uniqueness of solutions for rough differential equations driven by reduced rough paths with low regularity, specifically in the roughness regime $\frac{1}{3} < \alpha \leq \frac{1}{2}$. While the…
We study controlled differential equations with unbounded drift terms, where the driving paths is $\nu$ - H\"older continuous for $\nu \in (\frac{1}{3},\frac{1}{2})$, so that the rough integral are interpreted in the Gubinelli sense…
We continue the approach in Part I \cite{duchong19} to study stationary states of controlled differential equations driven by rough paths, using the framework of random dynamical systems and random attractors. Part II deals with driving…
In the article, the rough path theory is extended to cover paths from the exponential Besov-Orlicz space \[B^\alpha_{\Phi_\beta,q}\quad\mbox{ for }\quad \alpha\in (1/3,1/2],\,\quad \Phi_\beta(x) \sim…
It is known, since the seminal work [T. Lyons, Differential equations driven by rough signals, Rev. Mat. Iberoamericana, 14 (1998)], that the solution map associated to a controlled differential equation is locally Lipschitz continuous in…
The It{\^o} map assigns the solution of a Rough Differential Equation, a generalization of an Ordinary Differential Equation driven by an irregular path, when existence and uniqueness hold. By studying how a path is transformed through the…
The paper investigates stability properties of solutions of optimal control problems for semilinear parabolic partial differential equations. H\"older or Lipschitz dependence of the optimal solution on perturbations are obtained for…
This paper presents a unified exposition of rough path methods applied to optimal control, robust filtering, and optimal stopping, addressing a notable gap in the existing literature where no single treatment covers all three areas. By…
SDE driven by an $\alpha $-stable process, $\alpha \in \lbrack 1,2),$ with Lipshitz continuous coefficient and $\beta $-H\"older drift is considered. The existence and uniqueness of a strong solution is proved when $\beta >1-\alpha /2$ by…
We study the controllability of a Partial Differential Equation of transport type, that arises in crowd models. We are interested in controlling it with a control being a vector field, representing a perturbation of the velocity, localized…
Similar to ordinary differential equations, rough paths and rough differential equations can be formulated in a Banach space setting. For $\alpha\in (1/3,1/2)$, we give criteria for when we can approximate Banach space-valued weakly…
Motivated by the recent advances in the theory of stochastic partial differential equations involving nonlinear functions of distributions, like the Kardar-Parisi-Zhang (KPZ) equation, we reconsider the unique solvability of one-dimensional…
We study controllability of a Partial Differential Equation of transport type, that arises in crowd models. We are interested in controlling such system with a control being a Lipschitz vector field on a fixed control set $\omega$. We prove…
We provide a unified analytic approach to study stationary states of controlled differential equations driven by rough paths, using the framework of random dynamical systems and random attractors. Part I deals with driving paths of finite…
This work develops moment bounds for the controlled rough path norm of the solution of semilinear rough partial differential equations.~The novel aspects are two-fold: first we consider rough paths of low time regularity…
We develop the structure theory for transformations of weakly geometric rough paths of bounded $1 < p$-variation and their controlled paths. Our approach differs from existing approaches as it does not rely on smooth approximations. We…
We study rough differential equations driven by controlled rough paths in the level-$2$ regime $1/3<\alpha\le 1/2$. Given a reference rough path $\mathbf X=(1,X,\mathbb X)$ and an $\mathbf X$-controlled driver $\mathbf Z=(Z,Z')$, we first…
For scalar conservation laws driven by a rough path $z(t)$, in the sense of Lions, Perthame and Souganidis in arXiv:1309.1931, we show that it is possible to replace $z(t)$ by a piecewise linear path, and still obtain the same solution at a…
We use a rough path-based approach to investigate the degeneracy problem in the context of pathwise control. We extend the framework developed in arXiv:1902.05434 to treat admissible controls from a suitable class of H\"older continuous…
We prove a large deviation principle for the slow-fast rough differential equations under the controlled rough path framework. The driver rough paths are lifted from the mixed fractional Brownian motion with Hurst parameter $H\in…