Related papers: An It\^o-Wentzell formula for rough paths
We establish sharp geometric $C^{1+\alpha}$ regularity estimates for bounded weak solutions of evolution equations of $p$-Laplacian type. Our approach is based on geometric tangential methods, and makes use of a systematic oscillation…
We prove the K\"unneth formula for the irregular Hodge filtrations on the exponentially twisted de Rham and the Higgs cohomologies of smooth quasi-projective complex varieties. The method involves a careful comparison of the underlying…
The numerical method for solution of the weakly regular scalar Volterra integral equation of the 1st kind is proposed. The kernels of such equations have jump discontinuities on the continuous curves which starts at the origin. The…
We provide an efficient and accurate simulation scheme for the rough Heston model in the standard ($H>0$) as well as the hyper-rough regime ($H > -1/2$). The scheme is based on low-dimensional Markovian approximations of the rough Heston…
We generalise the Clark-Ocone formula for functions to give analogous representations for differential forms on the classical Wiener space. Such formulae provide explicit expressions for closed and co-closed differential forms and, as a…
In this paper, we obtain an improved H\"older regularity for quasiregular gradient mappings which was studied by Baernstein and Kovalev.
In this paper, we establish the It\^o-Wentzell-Lions formulae for flows of both full and conditional measures on general semimartingales. This generalizes the existing works on flows of measures on It\^o processes. The key technical…
Motivated by applications to SPDEs we extend the It\^o formula for the square of the norm of a semimartingale $y(t)$ from Gy\"ongy and Krylov (Stochastics 6(3):153-173, 1982) to the case \begin{equation*} \sum_{i=1}^m \int_{(0,t]}…
First, we revisit functional It\^o/path-dependent calculus started by B. Dupire, R. Cont and D.-A. Fourni\'e, using the formulation of calculus via regularization. Relations with the corresponding Banach space valued calculus introduced by…
In this paper, new refinements for integral and sum forms of H\"older inequality are established. We note that many existing inequalities related to the H\"older inequality can be improved via obtained new inequalities in here, we show this…
Regularity and singularity of the solutions according to the shape of domains is a challenging research theme in the Boltzmann theory (\cite{Kim11,GKTT1}). In this paper, we prove an H\"older regularity in $C^{0,\frac{1}{2}-}_{x,v}$ for the…
In this paper, we give some reverse-types of Ando's and H\"older-McCarthy's inequalities for positive linear maps, and positive invertible operators. For our purpose, we use a recently improved Young inequality and its reverse.
We give a new formula for the rotation number (or Whitney index) of a smooth closed plane curve. This formula is obtained from the winding numbers associated with the regions and the crossing points of the curve. One difference with the…
We prove new Hardy-type $\alpha$-conformable dynamic inequalities on time scales. Our results are proved by using Keller's chain rule, the integration by parts formula, and the dynamic H\"{o}lder inequality on time scales. When $\alpha=1$,…
The expected signature uniquely determines the law of a random rough path under a moment-growth condition, yet finite-sample bounds for estimating it from a single long dependent trajectory have been lacking. We study a stationary…
We prove a sharp integral inequality that generalizes the well known Hardy type integral inequality for negative exponents. We also give sharp applications in two directions for Muckenhoupt weights on R. This work refines the results that…
This is a survey note of the author's observations on the discrete-time analogues of It\^o formulas.
We propose an idea of the constrained Feynman amplitude for the scattering of the charged lepton and the virtual W-boson, $l_{\beta} + W_{\rho} \rightarrow l_{\alpha} + W_{\lambda}$, from which the conventional Pontecorvo oscillation…
Several versions of It\^{o}'s formula have been obtained in the setting of the functional stochastic calculus. In this regard, we present a local time-space version that works for arbitrary bounded and continuous functionals of L\'{e}vy…
We show how the recent improvement of the Hermite-Hadamard inequality can be applied to some (not necessarily convex) planar figures and three-dimensional bodies satisfying some kind of regularity.