Related papers: An It\^o-Wentzell formula for rough paths

In this paper, we are concerned with stochastic Volterra equations with singular kernels and H\"older continuous coefficients. We first establish the well-posedness of these equations by utilising the Yamada-Watanabe approach. Then, we aim…

We prove new local inequality for divisors on surfaces and utilize it to compute $\alpha$-invariants of singular del Pezzo surfaces, which implies that del Pezzo surfaces of degree one whose singular points are of type $\mathbb{A}_{1}$,…

The pathway model for the real scalar variable case is re-explored and its connections to fractional integrals, solutions of fractional differential equations, Tsallis statistics and superstatistics in statistical mechanics, reaction-rate…

In this paper, we are interested in obtaining a unified approach for $C^{1,\alpha}$ estimates for weak solutions of quasilinear parabolic equations, the prototype example being \[ u_t - \text{div} (|\nabla u|^{p-2} \nabla u) = 0. \] without…

Annealed functional CLT in the rough path topology is proved for the standard class of ballistic random walks in random environment. Moreover, the `area anomaly', i.e. a deterministic linear correction for the second level iterated integral…

I adapt a recently introduced method for integrating over the unitary group (S. Aubert and C.S. Lam, J.Math.Phys. 44, 6112-6131 (2003)) to the orthogonal group. I derive explicit formulas for a number of one, two and three-vector integrals,…

That the weak solutions of degenerate parabolic pdes modelled on the inhomogeneous $p-$Laplace equation $$ u_t - \mathrm{div} \left(|\nabla u|^{p-2} \nabla u \right) = f \in L^{q,r}, \quad p>2 $$ are $C^{0,\alpha}$, for some $\alpha \in…

We present a derivation of the Schr\"odinger equation for a path integral of a point particle in a space with curvature and torsion which is considerably shorter and more elegant than what is commonly found in the literature.

We prove an enhanced limit theorem for additive functionals of a multi-dimensional Volterra process $(y_t)_{t\geq 0}$ in the rough path topology. As an application, we establish weak convergence as $\varepsilon\to 0$ of the solution of the…

We introduce a weak solution concept (called "rough weak solutions") for singular SDEs with additive alpha-stable L\'evy noise (including the Brownian noise case) and prove its equivalence to martingale solutions from Kremp, Perkowski '22…

On the basis of the canonical quantization procedure of a system defined on a cubic lattice, we propose a new method, in which resolutions of unity expressed in terms of eigenvectors are naturally provided, to find eigenvectors of field…

This paper is concerned with existence of a $C^{\alpha}$ viscosity solution of a second order non-translation invariant integro-PDE. We first obtain a weak Harnack inequality for such integro-PDE. We then use the weak Harnack inequality to…

This paper investigates existence results for path-dependent differential equations driven by a H{\"o}lder function where the integrals are understood in the Young sense. The two main results are proved via an application of Schauder…

We prove that Allard's regularity theorem holds for rectifiable $n$-dimensional varifolds $V$ assuming a weaker condition on the first variation. This, in the special case when $V$ is a smooth manifold translates to the following: If…

Local H\"older regularity is established for certain weak solutions to a class of parabolic fractional $p$-Laplace equations with merely measurable kernels. The proof uses DeGiorgi's iteration and refines DiBenedetto's intrinsic scaling…

We use purely combinatorial arguments to give a formula to compute all graded Betti numbers of path ideals of line graphs and cycles. As a consequence we can give new and short proofs for the known formulas of regularity and projective…

Solutions of partial differential equations can often be written as surface integrals having a kernel related to a singular fundamental solution. Special methods are needed to evaluate the integral accurately at points on or near the…

We consider a method for the approximation of iterated stochastic integrals of arbitrary multiplicity $k$ $(k\in \mathbb{N})$ with respect to the infinite-dimensional $Q$-Wiener process using the mean-square approximation method of iterated…

In this paper, we are devoted to the numerical methods for mean-field stochastic differential equations with jumps (MSDEJs). First by using the mean-field It\^o formula [Sun, Yang and Zhao, Numer. Math. Theor. Meth. Appl., 10 (2017),…

Recently it was proved that the group of rough paths modulo tree-like equivalence is isomorphic to the corresponding signature group through the signature map S (a generalized notion of taking iterated path integrals). However, the proof of…