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Related papers: BPHZ Renormalization in Gaussian Rough Paths

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We establish a new scale of $p$-variation estimates for martingale paraproducts, martingale transforms, and It\^o integrals, of relevance in rough paths theory, stochastic, and harmonic analysis. As an application, we introduce rough…

Probability · Mathematics 2023-03-22 Peter Friz , Pavel Zorin-Kranich

We develop a variant of rough path theory tailor-made for analyzing a class of financial asset price models known as rough volatility models. As an application, we prove a pathwise large deviation principle (LDP) for a certain class of…

Probability · Mathematics 2023-12-27 Masaaki Fukasawa , Ryoji Takano

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…

Classical Analysis and ODEs · Mathematics 2022-09-01 Thomas Cass , Bruce K. Driver , Christian Litterer , Emilio Ferrucci

Branched rough paths, used to solve ODEs on $\mathbb{R}$, have been generalised in two different directions. In one direction, there are regularity structures aimed at solving SPDEs on $\mathbb{R}$. In the other direction, there are…

Combinatorics · Mathematics 2022-12-12 Ludwig Rahm

We develop a set of techniques that enable us to effectively recover Besov rough analysis from p-variation rough analysis. Central to our approach are new metric groups, in which some objects in rough path theory that have been previously…

Probability · Mathematics 2024-07-17 Peter Friz , Hannes Kern , Pavel Zorin-Kranich

In Causal Perturbation Theory the process of renormalization is precisely equivalent to the extension of time ordered distributions to coincident points. This is achieved by a modified Taylor subtraction on the corresponding test functions.…

High Energy Physics - Theory · Physics 2009-09-25 Dirk Prange

A new formalism is given for the renormalization of quantum field theories to all orders of perturbation theory, in which there are manifestly no overlapping divergences. We prove the BPH theorem in this formalism, and show how the local…

High Energy Physics - Theory · Physics 2007-05-23 A. D. Kennedy

We provide an account for the existence and uniqueness of solutions to rough differential equations under the framework of controlled rough paths. The case when the driving path is $\beta$-H\"older continuous, for $\beta>1/3$, is widely…

Classical Analysis and ODEs · Mathematics 2020-09-29 Horatio Boedihardjo , Xi Geng

Regularization is used in many different areas of optimization when solutions are sought which not only minimize a given function, but also possess a certain degree of regularity. Popular applications are image denoising, sparse regression…

Optimization and Control · Mathematics 2021-11-15 Bennet Gebken , Katharina Bieker , Sebastian Peitz

A central theme in classical algorithms for the reconstruction of discontinuous functions from observational data is perimeter regularization via the use of the total variation. On the other hand, sparse or noisy data often demands a…

Optimization and Control · Mathematics 2020-04-13 Oliver R. A. Dunbar , Matthew M. Dunlop , Charles M. Elliott , Viet Ha Hoang , Andrew M. Stuart

The study is devoted to the interpretation and wellposedness of the stochastic NLS model \begin{equation*} (\imath \partial_t-\Delta)u=|u|^2+\dot{B}, \quad u_0=0,\quad \quad t\in \mathbb{R}, \ x\in \mathbb{T}, \end{equation*} where…

Analysis of PDEs · Mathematics 2025-12-03 Aurélien Deya , Reika Fukuizumi , Laurent Thomann

This review provides a detailed introduction to chiral gauge theories, renormalization theory, and the application of dimensional regularization with the non-anticommuting BMHV scheme for $\gamma_5$. One goal is to show how chiral gauge…

High Energy Physics - Phenomenology · Physics 2023-03-17 Hermès Bélusca-Maïto , Amon Ilakovac , Paul Kühler , Marija Mađor-Božinović , Dominik Stöckinger , Matthias Weißwange

Recent mathematical advances in the context of rough volatility have highlighted interesting and intricate connections between path-dependent partial differential equations and backward stochastic partial differential equations. In this…

Probability · Mathematics 2023-09-21 Ofelia Bonesini , Antoine Jacquier

The path integral of a gauge theory is studied in Coulomb-like gauges. The Christ-Lee terms of operator ordering are reproduced {\it{within}} the path integration framework. In the presence of fermions, a new operator term, in addition to…

High Energy Physics - Theory · Physics 2009-10-31 Hai-cang Ren

We consider nonlinear parabolic evolution equations of the form $\partial_{t}u=F(t,x,Du,D^{2}u) $, subject to noise of the form $H(x,Du) \circ dB$ where $H$ is linear in $Du$ and $\circ dB$ denotes the Stratonovich differential of a…

Analysis of PDEs · Mathematics 2010-11-09 Michael Caruana , Peter Friz , Harald Oberhauser

We give a review of three works on the construction of random models for singular stochastic partial differential equations within the theory of regularity structures.

Probability · Mathematics 2024-09-25 I. Bailleul , M. Hoshino

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

The aim of this paper is to give the geometric realization of regular path complexes via (co)homology groups with coefficients in a ring $R$. Concretely, for each regular path complex $P$, we associate it with a singular $\Delta$-complex…

Representation Theory · Mathematics 2020-11-24 Fang Li , Bin Yu

The renormalization procedure is proved to be a rigorous way to get finite answers in a renormalizable class of field theories. We claim, however, that it is redundant if one reduces the requirement of finiteness to S-matrix elements only…

High Energy Physics - Theory · Physics 2020-07-03 D. I. Kazakov

We consider stochastic PDEs on the $d$-dimensional torus with fractional Laplacian of parameter $\rho\in(0,2]$, quadratic nonlinearity and driven by space-time white noise. These equations are known to be locally subcritical, and thus…

Probability · Mathematics 2025-03-06 Nils Berglund , Yvain Bruned