Related papers: A Transfer Principle for Branched Rough Paths
The purpose of this article is to propose a new method to define and calculate path integrals over metrics on a K\"ahler manifold. The main idea is to use finite dimensional spaces of Bergman metrics, as an approximation to the full space…
We define and investigate the properties of the jaggedness of path integral trajectories. The new quantity is shown to be scale invariant and to satisfy a self-averaging property. Jaggedness allows for a classification of path integral…
A natural mapping of paths in a curved space onto the paths in the corresponding (tangent) flat space may be used to reduce the curved-space-time path integral to the flat-space-time path integral. The dynamics of the particle in a curved…
We construct a deep learning-based numerical algorithm to solve path-dependent partial differential equations arising in the context of rough volatility. Our approach is based on interpreting the PDE as a solution to an BSDE, building upon…
We introduce a canonical method for transforming a discrete sequential data set into an associated rough path made up of lead-lag increments. In particular, by sampling a $d$-dimensional continuous semimartingale $X:[0,1] \rightarrow…
A geometric p-rough path can be seen to be a genuine path of finite p-variation with values in a Lie group equipped with a natural distance. The group and its distance lift (R^{d},+,0) and its Euclidean distance. This approach allows us to…
We derive a functional It\^o-formula for non-anticipative maps of rough paths, based on the approximation properties of the signature of c\`adl\`ag rough paths. This result is a functional extension of the It\^o-formula for c\`adl\`ag rough…
For any real-valued stochastic process $X$ with c\'rdl\'rg paths we define non-empty family of processes which have locally finite total variation, have jumps of the same order as the process $X$ and uniformly approximate its paths on…
We show well-posedness for McKean--Vlasov equations with rough common noise and progressively measurable coefficients. Our results are valid under natural regularity assumptions on the coefficients, in agreement with the respective…
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…
We describe, in an intrinsic way and using the global chart provided by Ito's parallel transport, a generalisation of the notion of geodesic (as critical path of an energy functional) to diffusion processes on Riemannian manifolds. These…
We develop the theory of derived differential geometry in terms of bundles of curved $L_\infty[1]$-algebras, i.e. dg manifolds of positive amplitudes. We prove the category of derived manifolds is a category of fibrant objects. Therefore,…
Let X be a smooth projective curve over a field of characteristic p>0 and G a finite group of automorphism of X. Let n(X,G) be the characteristic of the versal equivariant deformation ring R(X,G) of (X,G). When the ramification is weak…
A new approach is suggested to quantum differential calculus on certain quantum varieties. It consists in replacing quantum de Rham complexes with differentials satisfying Leibniz rule by those which are in a sense close to Koszul complexes…
We consider the category $\operatorname{Qcoh}\mathbb{X}$ of quasicoherent sheaves where $\mathbb{X}$ is a weighted noncommutative regular projective curve over a field $k$. This category is a hereditary, locally noetherian Grothendieck…
A quantum channel from a system $A$ of dimension $d_A$ to a system $B$ of dimension $d_B$ is a completely positive trace-preserving map from complex $d_A\times d_A$ to $d_B\times d_B$ matrices, and the set of all such maps with Kraus rank…
A heavy path in a weighted graph represents a notion of connectivity and ordering that goes beyond two nodes. The heaviest path of length l in the graph, simply means a sequence of nodes with edges between them, such that the sum of edge…
A statistic based on increment ratios (IR) and related to zero crossings of increment sequence is defined and studied for measuring the roughness of random paths. The main advantages of this statistic are robustness to smooth additive and…
A family of plane oriented continuous paths depending on a fixed real positive number $R$ is considered. For any point $x$ on the path, the previous points lie out of any circle of radius $R$ having at $x$ interior normal in a suitable…
We provide a draft of a theory of geometric integration of rough differential forms which are generalizations of classical (smooth) differential forms to similar objects with very low regularity, for instance, involving H\"older continuous…