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We prove well-posedness and rough path stability of a class of linear and semi-linear rough PDE's on $\mathbb{R}^d$ using the variational approach. This includes well-posedness of (possibly degenerate) linear rough PDE's in…

Probability · Mathematics 2020-01-13 Peter Friz , Torstein Nilssen , Wilhelm Stannat

We present a sampling-based framework for multi-robot motion planning which combines an implicit representation of a roadmap with a novel approach for pathfinding in geometrically embedded graphs tailored for our setting. Our pathfinding…

Robotics · Computer Science 2014-04-01 Kiril Solovey , Oren Salzman , Dan Halperin

We generalize Bruned et.al.'s notion of translation in geometric and branched rough paths to a notion of translation in rough paths over any combinatorial Hopf algebra. We show that this notion of translation is equivalent to two bialgebras…

Combinatorics · Mathematics 2022-08-26 Ludwig Rahm

In this article, we show how the theory of rough paths can be used to provide a notion of solution to a class of nonlinear stochastic PDEs of Burgers type that exhibit too high spatial roughness for classical analytical methods to apply. In…

Probability · Mathematics 2010-08-11 Martin Hairer

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

Geometric problems are usually formulated by means of (exterior) differential systems. In this theory, one enriches the system by adding algebraic and differential constraints, and then looks for regular solutions. Here we adopt a dual…

Differential Geometry · Mathematics 2016-09-07 Abdelghani Zeghib

The present paper is devoted to the study of sample paths of G-Brownian motion and stochastic differential equations (SDEs) driven by G-Brownian motion from the view of rough path theory. As the starting point, we show that quasi-surely,…

Probability · Mathematics 2013-06-11 Xi Geng , Zhongmin Qian , Danyu Yang

In this work we deal with the so-called path convexities, defined over special collections of paths. For example, the collection of the shortest paths in a graph is associated with the well-known geodesic convexity, while the collection of…

We explore the combinatorial properties of the branching areas of execution paths in higher dimensional automata. Mathematically, this means that we investigate the combinatorics of the negative corner (or branching) homology of a globular…

Category Theory · Mathematics 2007-05-23 Philippe Gaucher

We develop the rough path counterpart of It\^o stochastic integration and - differential equations driven by general semimartingales. This significantly enlarges the classes of (It\^o / forward) stochastic differential equations treatable…

Probability · Mathematics 2017-09-18 Peter K. Friz , Huilin Zhang

In this paper, we show how one can view certain models in regularity structures as some form of geometric rough paths. This is performed by identifying the deformed Butcher-Connes-Kreimer Hopf algebra with a quotient of the shuffle Hopf…

Probability · Mathematics 2024-07-12 Yvain Bruned , Foivos Katsetsiadis

We consider a real-valued path; it is possible to associate a tree to this path, and we explore the relations between the tree, the properties of $p$-variation of the path, and integration with respect to the path. In particular, the…

Probability · Mathematics 2009-01-22 Jean Picard

We develop a fundamental framework for and extend the theory of rough paths to Lipschitz-gamma manifolds.

Classical Analysis and ODEs · Mathematics 2011-02-07 Thomas Cass , Christian Litterer , Terry Lyons

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…

Probability · Mathematics 2017-08-17 Prakash Chakraborty , Samy Tindel

The purpose of this article is to solve rough differential equations with the theory of regularity structures. These new tools recently developed by Martin Hairer for solving semi-linear partial differential stochastic equations were…

Probability · Mathematics 2019-10-15 Antoine Brault

In this article, we consider limit theorems for some weighted type random sums (or discrete rough integrals). We introduce a general transfer principle from limit theorems for unweighted sums to limit theorems for weighted sums via rough…

Probability · Mathematics 2017-07-07 Yanghui Liu , Samy Tindel

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

There are two rather distinct approaches to Morse theory nowadays: smooth and discrete. We propose to study a real valued function by assembling all associated sections in a topological category. From this point of view, Reeb functions on…

Algebraic Topology · Mathematics 2021-09-14 Paul Trygsland

Recently, the applications of the methodologies of Reinforcement Learning (RL) to NP-Hard Combinatorial optimization problems have become a popular topic. This is essentially due to the nature of the traditional combinatorial algorithms,…

Optimization and Control · Mathematics 2022-08-02 Simone Foa , Corrado Coppola , Giorgio Grani , Laura Palagi

These notes follow my articles [1, 6], and give some new important details. We propose here a new combinatorial method of encoding of measure spaces with measure preserving transformations, (or groups of transformations) in order to give…

Combinatorics · Mathematics 2019-04-25 A. Vershik