Related papers: The accessibility problem for geometric rough diff…
The It{\^o} map assigns the solution of a Rough Differential Equation, a generalization of an Ordinary Differential Equation driven by an irregular path, when existence and uniqueness hold. By studying how a path is transformed through the…
We consider the Calder\'on problem with partial data in certain admissible geometries, that is, on compact Riemannian manifolds with boundary which are conformally embedded in a product of the Euclidean line and a simple manifold. We show…
We present a well-posedness and stability result for a class of nondegenerate linear parabolic equations driven by rough paths. More precisely, we introduce a notion of weak solution that satisfies an intrinsic formulation of the equation…
This article provides a pedagogically oriented introduction to geometric (Clifford) calculus on pseudo-Riemannian manifolds. Unlike usual approaches to the topic, which rely on embedding the geometric algebra either within a tensor algebra…
In this paper we analyse the selection problem for weak solutions of the transport equation with rough vector field. We answer in the negative the question whether solutions of the equation with a regularized vector field converge to a…
Rough paths theory allows for a pathwise theory of solutions to differential equations driven by highly irregular signals. The fundamental observation of rough paths theory is that if one can define "iterated integrals" above a signal, then…
We exhibit an explicit natural isomorphism between spaces of branched and geometric rough paths. This provides a multi-level generalisation of the isomorphism of Lejay-Victoir (2006) as well as a canonical version of the It\^o-Stratonovich…
This work focuses on the Laplace approximation for the rough differential equation (RDE) driven by mixed rough path with as . Firstly, based on geometric rough path lifted from mixed fractional Brownian motion (fBm), the Schilder-type large…
We apply topological methods to obtain global continuation results for harmonic solutions of some periodically perturbed ordinary differential equations on a $k$-dimensional differentiable manifold $M \subseteq \mathbb{R}^m$. We assume that…
This paper introduces the path derivatives, in the spirit of Dupire's functional It\^o calculus, for the controlled paths in the rough path theory with possibly non-geometric rough paths. The theory allows us to deal with rough integration…
We work with non-planar rooted trees which have a label set given by an arbitrary vector space $V$. By equipping $V$ with a complete locally convex topology, we show how a natural topology is induced on the tree algebra over $V$. In this…
Rough paths techniques give the ability to define solutions of stochastic differential equations driven by signals $X$ which are not semimartingales and whose $p$-variation is finite only for large values of $p$. In this context, rough…
The displacement and deviation vectors in spaces (manifolds), the tangent bundle of which is endowed with a transport along paths, are introduced. In case these spaces are equipped with a linear connection, the deviation equations (between…
We construct a quasi-sure version (in the sense of Malliavin) of geometric rough paths associated with a Gaussian process with long-time memory. As an application we establish a large deviation principle (LDP) for capacities for such…
We use Perron's method to construct viscosity solutions of fully nonlinear degenerate parabolic pathwise (rough) partial differential equations. This provides an intrinsic method for proving the existence of solutions that relies only on a…
Certain many-particle Hardy inequalities are derived in a simple and systematic way using the so-called ground state representation for the Laplacian on a subdomain of $\mathbb{R}^n$. This includes geometric extensions of the standard Hardy…
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…
This paper presents a unified exposition of rough path methods applied to optimal control, robust filtering, and optimal stopping, addressing a notable gap in the existing literature where no single treatment covers all three areas. By…
We introduce in this work a concept of rough driver that somehow provides a rough path-like analogue of an enriched object associated with time-dependent vector fields. We use the machinery of approximate flows to build the integration…
Nowadays the geometric approach in optics is often used to find out media parameters based on propagation paths of the rays because in this case it is a direct problem. However inverse problem in the framework of geometrical optics is…