Related papers: Gaussian Rough Paths Lifts via Complementary Young…
The Hausdorff-Young inequality for Euclidean space, in its sharp form due to Beckner, gives an upper bound for the Fourier transform in terms of Lebesgue space norms, with an optimal constant. The extremizers have been identified by Lieb to…
We introduce a notion of rough paths on embedded submanifolds and demonstrate that this class of rough paths is natural. On the way we develop a notion of rough integration and an efficient and intrinsic theory of rough differential…
The problem of fixing measure in the path integral for the Regge-discretised gravity is considered from the viewpoint of it's "best approximation" to the already known formal continuum general relativity (GR) measure. A rigorous formulation…
Let $G$ be the group of $\mathbb R$--points of a semisimple algebraic group $\mathcal G$ defined over $\mathbb Q$. Assume that $G$ is connected and noncompact. We study Fourier coefficients of Poincar\' e series attached to matrix…
Differential equations perturbed by multiplicative fractional Brownian motions are considered. Depending on the value of the Hurst parameter $H$, the resulting equation is pathwise viewed as an ODE, YDE, or RDE. In all three regimes we show…
This article explores the optimization of variational approximations for posterior covariances of Gaussian multiway arrays. To achieve this, we establish a natural differential geometric optimization framework on the space using the…
This paper establishes a comprehensive concentration theory for truncated signatures of Gaussian rough paths. The signature of a path, defined as the collection of all iterated integrals, provides a complete description of its geometric…
Motivated by numerous questions in random geometry, given a smooth manifold $M$, we approach a systematic study of the differential topology of Gaussian random fields (GRF) $X:M\to \mathbb{R}^k$, that we interpret as random variables with…
The aim of this paper is to obtain convergence in mean in the uniform topology of piecewise linear approximations of Stochastic Differential Equations (SDEs) with $C^1$ drift and $C^2$ diffusion coefficients with uniformly bounded…
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 consider backward stochastic differential equations with drivers of quadratic growth (qgBSDE). We prove several statements concerning path regularity and stochastic smoothness of the solution processes of the qgBSDE, in particular we…
We establish universal approximation theorems for infinite-dimensional geometric rough paths, i.e., we show that continuous functions on the space of infinite-dimensional weakly geometric H\"older continuous rough paths can be approximated…
Unique existence of analytically strong solutions to stochastic partial differential equations (SPDE) with drift given by the subdifferential of a quasi-convex function and with general multiplicative noise is proven. The proof applies a…
Using the coupling method introduced in \cite{Geiss:Ylinen:21}, we investigate regularity properties of stochastic differential equations, where we consider the Lipschitz case in $\R^d$ and allow for H\"older continuity of the diffusion…
In this work, a method for obtaining pixel-wise error bounds in Bayesian regularization of inverse imaging problems is introduced. The proposed method employs estimates of the posterior variance together with techniques from conformal…
We describe inexact proximal Newton-like methods for solving degenerate regularized optimization problems and for the broader problem of finding a zero of a generalized equation that is the sum of a continuous map and a maximal monotone…
We consider multi-dimensional Gaussian processes and give a new condition on the covariance, simple and sharp, for the existence of stochastic area(s). Gaussian rough paths are constructed with a variety of weak and strong approximation…
We discuss measures on spaces of unparametrized paths related to the Wiener measure. These measures arise naturally in the study of one-dimensional gravity coupled to scalar fields. Two kinds of discrete approximations are defined, the…
We consider DPG methods with optimal test functions and broken test spaces based on ultra-weak formulations of general second order elliptic problems. Under some assumptions on the regularity of solutions of the model problem and its…
We prove a regularization by noise phenomenon for semilinear SPDEs driven by multiplicative cylindrical Brownian motion and singular diffusion coefficient. The analysis is based on a combination of infinite dimensional generalizations of…