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Lyons' Rough Path theory is currently formulated in p-variation topology. We extend his main-result, the Universal Limit Theorem, to a stronger Hoelder topology. Several approximations to Brownian Rough Paths are studied. As application of…

Probability · Mathematics 2007-05-23 Peter K. Friz

We extend the theorems of [G1] on $L^p$ to $L^p_s$ Sobolev improvement for translation invariant Radon and fractional singular Radon transforms over hypersurfaces, proving $L^p$ to $L^q_s$ boundedness results for such operators. Here $q…

Classical Analysis and ODEs · Mathematics 2019-10-11 Michael Greenblatt

The well-known Bohr--P\'al theorem asserts that for every continuous real-valued function $f$ on the circle $\mathbb T$ there exists a change of variable, i.e., a homeomorphism $h$ of $\mathbb T$ onto itself, such that the Fourier series of…

Classical Analysis and ODEs · Mathematics 2016-02-15 Vladimir Lebedev

A full interpolation theory for Sobolev functions with smoothness between 0 and 1 and vanishing trace on a part of the boundary of an open set is established. Geometric assumptions are of mostly measure theoretic nature and reach beyond…

Classical Analysis and ODEs · Mathematics 2021-02-23 Sebastian Bechtel , Moritz Egert

We establish two results concerning a class of geometric rough paths $\mathbf{X}$ which arise as Markov processes associated to uniformly subelliptic Dirichlet forms. The first is a support theorem for $\mathbf{X}$ in $\alpha$-H\"older…

Probability · Mathematics 2018-06-18 Ilya Chevyrev , Marcel Ogrodnik

We introduce the class of "smooth rough paths" and study their main properties. Working in a smooth setting allows us to discard sewing arguments and focus on algebraic and geometric aspects. Specifically, a Maurer-Cartan perspective is the…

Probability · Mathematics 2024-03-18 Carlo Bellingeri , Peter K. Friz , Sylvie Paycha , Rosa Preiß

This paper and its follow-up arXiv:2508.11109 are concerned with the well-posedness and $\mathrm{L}^p$-based Sobolev regularity for appropriate weak formulations of a family of prototypical PDEs posed on manifolds of minimal regularity. In…

Analysis of PDEs · Mathematics 2026-04-20 Gonzalo A. Benavides , Ricardo H. Nochetto , Mansur Shakipov

By a result of John Ball (1981), a locally orientation preserving Sobolev map is almost everywhere globally invertible whenever its boundary values admit a homeomorphic extension. As shown here for any dimension, the conclusions of Ball's…

Analysis of PDEs · Mathematics 2020-08-26 Stefan Krömer

We present extensions of rigidity estimates and of Korn's inequality to the setting of (mixed) variable exponents growth. The proof techniques, based on a classical covering argument, rely on the log-H\"older continuity of the exponent to…

Analysis of PDEs · Mathematics 2025-10-06 Stefano Almi , Maicol Caponi , Manuel Friedrich , Francesco Solombrino

This work investigates the Sobolev regularity of solutions to perturbed fractional 1-Laplace equations. Under the assumption that weak solutions are locally bounded, we establish that the regularity properties are analogous to those…

Analysis of PDEs · Mathematics 2025-10-17 Dingding Li , Chao Zhang

Motivated by recent applications in rough volatility and regularity structures, notably the notion of singular modelled distribution, we study paths, rough paths and related objects with a quantified singularity at zero. In a pure path…

Probability · Mathematics 2024-03-13 Carlo Bellingeri , Peter K. Friz , Máté Gerencsér

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

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

For each $m\ge 1$ and $p>2$ we characterize bounded simply connected Sobolev $L^m_p$-extension domains $\Omega\subset R^2$. Our criterion is expressed in terms of certain intrinsic subhyperbolic metrics in $\Omega$. Its proof is based on a…

Functional Analysis · Mathematics 2015-07-23 Pavel Shvartsman , Nahum Zobin

We study the regularity of the bilinear maximal operator when applied to Sobolev functions, proving that it maps $W^{1,p}(\mathbb{R}) \times W^{1,q}(\mathbb{R}) \to W^{1,r}(\mathbb{R})$ with $1 <p,q < \infty$ and $r\geq 1$, boundedly and…

Classical Analysis and ODEs · Mathematics 2011-06-06 Emanuel Carneiro , Diego Moreira

Lyon's rough paths give an algebraic and analytic framework for Stieltjes integrals in a regime of low regularity where the usual Riemann-Stieltjes integral does not converge. Before we may rigorously define rough paths, we start with the…

Rings and Algebras · Mathematics 2021-12-10 Rosa Preiß

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

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 prove an extension to the classical continuity theorem in rough paths. We show that two $p$-rough paths are close in all levels of iterated integrals provided the first $\lfl p \rfl$ terms are close in a uniform sense. Applications…

Probability · Mathematics 2013-11-06 Terry Lyons , Weijun Xu

Inspired by recent advances in singular SPDE theory, we use the Poincar\'e inequality on Wiener space to show that controlled complementary Young regularity is sufficient to obtain Gaussian rough paths lifts. This allows us to completely…

Probability · Mathematics 2024-12-09 Paul Gassiat , Tom Klose