English
Related papers

Related papers: A Transfer Principle for Branched Rough Paths

200 papers

We introduce a novel definition of curvature for hypergraphs, a natural generalization of graphs, by introducing a multi-marginal optimal transport problem for a naturally defined random walk on the hypergraph. This curvature, termed…

Information Theory · Computer Science 2018-03-26 Shahab Asoodeh , Tingran Gao , James Evans

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…

Probability · Mathematics 2018-03-20 I. Bailleul , S. Riedel

We define the tangential derivative, a notion of directional derivative which is invariant under diffeomorphisms. In particular this derivative is invariant under changes of chart and is thus well-defined for functions defined on a…

Analysis of PDEs · Mathematics 2016-02-02 Alexandra Convent , Jean Van Schaftingen

The branched transport problem, a popular recent variant of optimal transport, is a non-convex and non-smooth variational problem on Radon measures. The so-called urban planning problem, on the contrary, is a shape optimization problem that…

Optimization and Control · Mathematics 2022-06-15 Julius Lohmann , Bernhard Schmitzer , Benedikt Wirth

Backward stochastic differential equations (BSDEs) in the sense of Pardoux-Peng [Backward stochastic differential equations and quasilinear parabolic partial differential equations, Lecture Notes in Control and Inform. Sci., 176, 200--217,…

Probability · Mathematics 2010-08-03 Joscha Diehl , Peter Friz

We introduce notions of unramified and totally ramified maps in great generality - for commutative rings, schemes, ring spectra, or derived schemes. We prove that the definition is equivalent to the classical definition in the case of rings…

Algebraic Topology · Mathematics 2021-12-30 John D. Berman

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

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

Based on two isomorphisms of Hopf algebras, we provide a bound in the optimal order on the remainder of the truncated Taylor expansion for controlled differential equations driven by branched rough paths.

Probability · Mathematics 2023-01-23 Danyu Yang

Using rough path techniques, we provide a priori estimates for the output of Deep Residual Neural Networks in terms of both the input data and the (trained) network weights. As trained network weights are typically very rough when seen as…

Machine Learning · Computer Science 2023-02-22 Christian Bayer , Peter K. Friz , Nikolas Tapia

In this paper, rough approximations of Cayley graphs are studied and rough edge Cayley graphs are introduced. Furthermore, a new algebraic definition called pseudo-Cayley graphs containing Cayley graphs is proposed. Rough approximation is…

Group Theory · Mathematics 2012-03-13 M. H. Shahzamanian , M. Shirmohammadi , B. Davvaz

Soft set theory and rough set theory are mathematical tools to deal with uncertainties. In [3], authors combined these concepts and introduced soft rough sets. In this paper, we introduce the concepts of soft rough graphs, vertex and edge…

General Mathematics · Mathematics 2017-07-20 R. Noor , I. Irshad , I. Javaid

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…

Numerical Analysis · Mathematics 2023-07-03 Martin Redmann , Sebastian Riedel

We develop the algebraic theory of rough path translation. Particular attention is given to the case of branched rough paths, whose underlying algebraic structure (Connes-Kreimer, Grossman-Larson) makes it a useful model case of a…

Probability · Mathematics 2019-10-07 Yvain Bruned , Ilya Chevyrev , Peter K. Friz , Rosa Preiss

In line with the notion of probabilistic rough paths introduced in the previous contribution \cite{salkeld2021Probabilistic}, we address corresponding random controlled rough paths (first introduced in \cite{2019arXiv180205882.2B}), the…

Probability · Mathematics 2022-03-03 François Delarue , William Salkeld

We define a deterministic integral with respect to irregular paths as a limit of standard line integrals and completely describe a class of all paths for which this integral exists for functions with H\"older exponent in the range of (0,1].…

Classical Analysis and ODEs · Mathematics 2023-09-13 Yevgeniy Guseynov

The existence of translated curves for quasiperiodically forced maps is established, under very mild regularity hypotheses, for rotation numbers of constant type. Among the translated curves, the invariant curves are characterized as the…

Dynamical Systems · Mathematics 2026-03-31 Amadeu Delshams , Rafael Ortega

A well-known and difficult problem in computational number theory and algebraic geometry is to write down equations for branched covers of algebraic curves with specified monodromy type. In this article, we present a technique for computing…

Algebraic Geometry · Mathematics 2014-07-07 Simon Rubinstein-Salzedo

Recent mathematical advances in the context of rough volatility have highlighted interesting and intricate connections between path-dependent partial differential equations and backward stochastic partial differential equations. In this…

Probability · Mathematics 2023-09-21 Ofelia Bonesini , Antoine Jacquier

This paper introduces DD calculus and describes the basic calculus concepts of derivative and integral in a direct and non-traditional way, without limit definition: Derivative is computed from the point-slope equation of a tangent line and…

History and Overview · Mathematics 2014-04-02 Samuel S. P. Shen , Qun Lin
‹ Prev 1 4 5 6 7 8 10 Next ›