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In this paper we propose a numerical scheme for the class of backward doubly stochastic (BDSDEs) with possible path-dependent terminal values. We prove that our scheme converge in the strong $L^2$-sense and derive its rate of convergence.…

Probability · Mathematics 2011-08-04 Auguste Aman

Bayesian regularization is a central tool in modern-day statistical and machine learning methods. Many applications involve high-dimensional sparse signal recovery problems. The goal of our paper is to provide a review of the literature on…

Methodology · Statistics 2019-02-19 Nicholas G. Polson , Vadim Sokolov

The structure of the Connes-Kreimer renormalization Hopf algebra is studied for gauge theories, with particular emphasis on the BRST-formalism. We work in the explicit example of quantum chromodynamics, the physical theory of quarks and…

Mathematical Physics · Physics 2010-07-28 Walter D. van Suijlekom

We study linear rough partial differential equations in the setting of [Friz and Hairer, Springer, 2014, Chapter 12]. More precisely, we consider a linear parabolic partial differential equation driven by a deterministic rough path…

Probability · Mathematics 2018-03-28 Christian Bayer , Denis Belomestny , Martin Redmann , Sebastian Riedel , John Schoenmakers

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…

Optimization and Control · Mathematics 2025-11-20 Andrea Iannucci , Dan Crisan , Thomas Cass

In the article, Besov-Orlicz regularity of sample paths of stochastic processes that are represented by multiple integrals of order $n\in\mathbb{N}$ is treated. We give sufficient conditions for the considered processes to have paths in the…

Probability · Mathematics 2021-11-25 Petr Čoupek , Martin Ondreját

This thesis introduces stochastic generalized routing problem model and proposes exact and heuristic algorithms to solve it efficiently, in a wide range of problem sizes. At first, the classic routing problem with its common variations in…

Optimization and Control · Mathematics 2019-03-08 Faraz Dadgostari

Subdivergences constitute a major obstacle to the evaluation of Feynman integrals and an expression in terms of finite quantities can be a considerable advantage for both analytic and numeric calculations. We report on our implementation of…

High Energy Physics - Theory · Physics 2017-01-12 Mikhail Kompaniets , Erik Panzer

We study the application of the Breitenlohner-Maison-'t Hooft-Veltman (BMHV) scheme of Dimensional Regularization to the renormalization of chiral gauge theories, focusing on the specific counterterm structure required by the…

High Energy Physics - Phenomenology · Physics 2020-08-26 Hermès Bélusca-Maïto , Amon Ilakovac , Marija Mađor-Božinović , Dominik Stöckinger

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…

Probability · Mathematics 2024-06-06 Petr Čoupek , František Hendrych , Jakub Slavík

We develop a general framework for pathwise stochastic integration that extends F\"ollmer's classical approach beyond gradient-type integrands and standard left-point Riemann sums and provides pathwise counterparts of It\^o, Stratonovich,…

Probability · Mathematics 2025-07-24 Purba Das , Anna P. Kwossek , David J. Prömel

The central aim of this work is to understand rough differential equations on homogeneous spaces. We focus on the formal approach, by giving an explicit expansion of the solution at each point of the real line in terms of decorated planar…

Classical Analysis and ODEs · Mathematics 2020-12-08 Charles Curry , Kurusch Ebrahimi-Fard , Dominique Manchon , Hans Z. Munthe-Kaas

We apply the recently developed method of differential renormalization to the Wess-Zumino model. From the explicit calculation of a finite, renormalized effective action, the $\beta$-function is computed to three loops and is found to agree…

High Energy Physics - Theory · Physics 2009-10-22 Peter E. Haagensen

We extend the notion of regularized integrals introduced by Li-Zhou that aims to assign finite values to divergent integrals on configuration spaces of Riemann surfaces. We then give cohomological formulations for the extended notion using…

Algebraic Geometry · Mathematics 2026-01-16 Jie Zhou

Path integral techniques for the density matrix of a one-dimensional statistical system near a boundary previously employed in black-hole physics are applied to providing a new interpretation of the density matrix renormalization group: its…

Statistical Mechanics · Physics 2008-11-26 Jose Gaite

Although the \emph{residual method}, or \emph{constrained regularization}, is frequently used in applications, a detailed study of its properties is still missing. This sharply contrasts the progress of the theory of Tikhonov…

Optimization and Control · Mathematics 2012-12-06 Markus Grasmair , Markus Haltmeier , Otmar Scherzer

We go ahead with the study initiated in [3] about a heat-equation model with non-linear perturbation driven by a space-time fractional noise. Using general results from Hairer's theory of regularity structures, the analysis reduces to the…

Probability · Mathematics 2016-07-20 Aurélien Deya

We establish the renormalization group equation for the running action in the context of a one quantum particle system. This equation is deduced by integrating each fourier mode after the other in the path integral formalism. It is free of…

Quantum Physics · Physics 2009-11-06 P. Gosselin , H. mohrbach

We develop the regularity theory of the spatially homogeneous Boltzmann equation with cut-off and hard potentials (for instance, hard spheres), by (i) revisiting the Lp-theory to obtain constructive bounds, (ii) establishing propagation of…

Analysis of PDEs · Mathematics 2016-08-16 Clément Mouhot , Cédric Villani

High-precision predictions in BSM models require calculations at the loop-level and thus a renormalization of (some of) the BSM parameter. Here many choices for the renormalization scheme (RS) are possible. A given RS can be well suited to…

High Energy Physics - Phenomenology · Physics 2023-04-26 S. Heinemeyer , F. von der Pahlen