Related papers: Smooth rough paths, their geometry and algebraic r…
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,…
Rough path theory is focused on capturing and making precise the interactions between highly oscillatory and non-linear systems. It draws on the analysis of LC Young and the geometric algebra of KT Chen. The concepts and the uniform…
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…
We construct in this article an explicit geometric rough path over arbitrary $d$-dimensional paths with finite $1/\alpha$-variation for any $\alpha\in(0,1)$. The method may be coined as 'Fourier normal ordering', since it consists in a…
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…
We establish a universal approximation theorem for signatures of rough paths that are not necessarily weakly geometric. By extending the path with time and its rough path bracket terms, we prove that linear functionals of the signature of…
We provide a theory of manifold-valued rough paths of bounded 3 > p-variation, which we do not assume to be geometric. Rough paths are defined in charts, and coordinate-free (but connection-dependent) definitions of the rough integral of…
In this paper, we build the foundation for a theory of controlled rough paths on manifolds. A number of natural candidates for the definition of manifold valued controlled rough paths are developed and shown to be equivalent. The theory of…
We study different possibilities to apply the principles of rough paths theory in a non-commutative probability setting. First, we extend previous results obtained by Capitaine, Donati-Martin and Victoir in Lyons' original formulation of…
Looking for the universal covering of the smooth non-commutative torus leads to a curve of associative multiplications on the space $\Cal O_M'(\Bbb R^{2n})\cong \Cal O_C(\Bbb R^{2n})$ of Laurent Schwartz which is smooth in the deformation…
The stack of iterated integrals of a path is embedded in a larger algebraic structure where iterated integrals are indexed by decorated rooted trees and where an extended Chen's multiplicative property involves the D\"urr-Connes-Kreimer…
In stochastic analysis, a standard method to study a path is to work with its signature. This is a sequence of tensors of different order that encode information of the path in a compact form. When the path varies, such signatures…
Feature attributions are a popular tool for explaining the behavior of Deep Neural Networks (DNNs), but have recently been shown to be vulnerable to attacks that produce divergent explanations for nearby inputs. This lack of robustness is…
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…
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…
In this paper, in a multivariate setting we derive near optimal rates of convergence in the minimax sense for estimating partial derivatives of the mean function for functional data observed under a fixed synchronous design over H\"older…
We introduce the space of rough paths with Sobolev regularity and the corresponding concept of controlled Sobolev paths. Based on these notions, we study rough path integration and rough differential equations. As main result, we prove that…
We consider uniformly subelliptic operators on certain unimodular Lie groups of polynomial growth. It was shown by Saloff-Coste and Stroock that classical results of De Giorgi, Nash, Moser, Aronson extend to this setting. It was then…
We review and extend a technique for recovering a smooth function from its averages over a wide class of curves in a general region of Euclidean space. The method is based on complexification of the underlying vector fields defining the…
It is well-known that a function on an open set in $\mathbb R^d$ is smooth if and only if it is arc-smooth, i.e., its composites with all smooth curves are smooth. In recent work, we extended this and related results (for instance, a real…