Related papers: Besov rough path analysis
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…
We propose alternatives to Bayesian a priori distributions that are frequently used in the study of inverse problems. Our aim is to construct priors that have similar good edge-preserving properties as total variation or Mumford-Shah priors…
The interface between stochastic analysis and machine learning is a rapidly evolving field, with path signatures - iterated integrals that provide faithful, hierarchical representations of paths - offering a principled and universal feature…
We prove the path-by-path well-posedness of stochastic porous media and fast diffusion equations driven by linear, multiplicative noise. As a consequence, we obtain the existence of a random dynamical system. This solves an open problem…
During the last few years, significant attention has been paid to the stochastic training of artificial neural networks, which is known as an effective regularization approach that helps improve the generalization capability of trained…
Our main purpose is to use a new condition, $\alpha$-local nondeterminism, which is an alternative to the classical local nondeterminism usually utilized in the Gaussian framework, in order to investigate Besov regularity, in the time…
We devise in this work a simple mechanism for constructing flows on a Banach space from approximate flows, and show how it can be used in a simple way to reprove from scratch and extend the main existence and well-posedness results for…
The large deviations theory for heavy-tailed processes has seen significant advances in the recent past. In particular, Rhee et al. (2019) and Bazhba et al. (2020) established large deviation asymptotics at the sample-path level for L\'evy…
We investigate Besov spaces of self-affine tilings of ${\Bbb R}^{n}$ and discuss various characterizations of those Besov spaces. We see what is a finite set of functions which generates the Besov spaces from a view of multiresolution…
In this paper, practically computable low-order approximations of potentially high-dimensional differential equations driven by geometric rough paths are proposed and investigated. In particular, equations are studied that cover the linear…
In this paper, the authors propose a new framework under which a theory of generalized Besov-type and Triebel-Lizorkin-type function spaces is developed. Many function spaces appearing in harmonic analysis fall under the scope of this new…
We review and extend the formalism introduced by Peliti, that maps a Markov process to a path-integral representation. After developing the mapping, we apply it to some illustrative examples: the simple decay process, the birth-and-death…
We propose a theory of linear differential equations driven by unbounded operator-valued rough signals. As an application we consider rough linear transport equations and more general linear hyperbolic symmetric systems of equations driven…
Hard-threshold estimators are popular in signal processing applications. We provide a detailed study of using hard-threshold estimators for estimating an unknown deterministic signal when additive white Gaussian noise corrupts observations.…
An assumption of smooth response to small parameter changes, of statistics or long-time averages of a chaotic system, is generally made in the field of sensitivity analysis, and the parametric derivatives of statistical quantities are…
The existence of random dynamical systems for McKean--Vlasov SDEs is established. This is approached by considering the joint dynamics of the corresponding nonlinear Fokker-Planck equation governing the law of the system and the underlying…
Case-Bsed Reasoning (CBR) is a recent theory for problem-solving and learning in computers and people.Broadly construed it is the process of solving new problems based on the solution of similar past problems. In the present paper we…
We investigate the existence of a robust, i.e., continuous, representation of the conditional distribution in a stochastic filtering model for multidimensional correlated jump-diffusions. Even in the absence of jumps, it is known that in…
For a class of additive processes driven by the affine recursion $X_{n+1} = A_n X_n + B_n$, we develop a sample-path large deviations principle in the $M_1'$ topology on $D [0,1]$. We allow $B_n$ to have both signs and focus on the case…
In this note we consider differential equations driven by a signal $x$ which is $\gamma$-H\"older with $\gamma>1/3$, and is assumed to possess a lift as a rough path. Our main point is to obtain existence of solutions when the coefficients…