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Related papers: A Fubini type theorem for rough integration

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We embed the rough integration in a larger geometrical/algebraic framework of integrating one-forms against group-valued paths, and reduce the rough integral to an inhomogeneous analogue of the classical Young integral. We define dominated…

Classical Analysis and ODEs · Mathematics 2016-01-05 Terry J. Lyons , Danyu Yang

The control system described by Urysohn type integral equation is considered where the system is nonlinear with respect to the phase vector and is affine with respect to the control vector. The control functions are chosen from the closed…

Optimization and Control · Mathematics 2021-05-14 Nesir Huseyin , Anar Huseyin , Khalik G. Guseinov

We develop a rough-path framework for two-parameter rough differential equations on rectangular and simplicial domains, motivated by the signature kernel and Schwinger--Dyson kernel equations. The theory is formulated in spaces of jointly…

Probability · Mathematics 2026-05-12 Thomas Cass , Dan Crisan , Andrea Iannucci , William F. Turner

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

Many interesting physical theories have analytic classical actions. We show how Feynman's path integral may be defined non-perturbatively, for such theories, without a Wick rotation to imaginary time. We start by introducing a class of…

High Energy Physics - Theory · Physics 2023-05-17 Job Feldbrugge , Neil Turok

In this paper, we consider the well-known Fattorini's criterion for approximate controllability of infinite dimensional linear systems of type $y'=A y+Bu$. We precise the result proved by H. O. Fattorini in \cite{Fattorini1966} for bounded…

Analysis of PDEs · Mathematics 2014-08-27 Mehdi Badra , Takéo Takahashi

We investigate integrable fermionic models within the scheme of the graded Quantum Inverse Scattering Method, and prove that any symmetry imposed on the solution of the Yang-Baxter Equation reflects on the constants of motion of the model;…

Strongly Correlated Electrons · Physics 2009-11-07 F. Dolcini , A. Montorsi

This paper deals with stochastic integrals of form $\int_0^T f(X_u)d Y_u$ in a case where the function $f$ has discontinuities, and hence the process $f(X)$ is usually of unbounded $p$-variation for every $p\geq 1$. Consequently,…

Probability · Mathematics 2016-12-06 Zhe Chen , Lauri Viitasaari

We show that in the theory of Daniell integration iterated integrals may always be formed, and the order of integration may always be interchanged. By this means, we discuss product integrals and show that the related Fubini theorem holds…

Functional Analysis · Mathematics 2024-03-04 Götz Kersting , Gerhard Rompf

Markov-Dubins path is the shortest planar curve joining two points with prescribed tangents, with a specified bound on its curvature. Its structure, as proved by Dubins in 1957 nearly 70 years after Markov posed the problem of finding it,…

Optimization and Control · Mathematics 2017-11-15 C. Yalçın Kaya

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…

Probability · Mathematics 2026-05-12 Nannan Li , Xing Gao

We prove a generalisation of Fernique's theorem which applies to a class of (measurable) functionals on abstract Wiener spaces by using the isoperimetric inequality. Our motivation comes from rough path theory where one deals with iterated…

Probability · Mathematics 2010-04-14 Peter Friz , Harald Oberhauser

The wormlike chain model of stiff polymers is a nonlinear $\sigma$-model in one spacetime dimension in which the ends are fluctuating freely. This causes important differences with respect to the presently available theory which exists only…

Soft Condensed Matter · Physics 2009-11-11 H. Kleinert , A. Chervyakov

We construct a pathwise integration theory, associated with a change of variable formula, for smooth functionals of continuous paths with arbitrary regularity defined in terms of the notion of $p$-th variation along a sequence of time…

Probability · Mathematics 2019-05-07 Rama Cont , Nicolas Perkowski

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

In this paper, we study the higher regularity theory of a mixed-type parabolic problem. We extend the recent work of \cite{DMR} to construct solutions that have an arbitrary number of derivatives in Sobolev spaces. To achieve this, we…

Analysis of PDEs · Mathematics 2022-12-20 Sameer Iyer , Nader Masmoudi

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

The restricted Feynman path integrals (RFPIs) have been proposed to study continuous quantum measurements in physics. The RFPIs are heuristically determined in terms of the usual probability amplitude multiplied by weight for each path,…

Mathematical Physics · Physics 2021-08-20 Wataru Ichinose

Rough sheets are two-parameter analogs of rough paths. In this work the theory of integration over functions of two parameters is extended to cover the case of irregular functions by developing an appropriate notion of rough sheet. The main…

Probability · Mathematics 2014-07-01 K. Chouk , M. Gubinelli

We generalize the following classical result of Fubini for pseudo-Riemannian metrics: if three essentially different metrics on $M^{n\ge 3}$ share the same unparametrized geodesics, and two of them (say, $g$ and $\bar g$) are strictly…

Differential Geometry · Mathematics 2011-08-08 Alexey V. Bolsinov , Volodymyr Kiosak , Vladimir S. Matveev