Related papers: Branched It\^o formula and natural It\^o-Stratonov…
We study the relationship between mixed stochastic differential equations and the corresponding rough path equations driven by standard Brownian motion and fractional Brownian motion with Hurst parameter $H>1/2$. We establish a correction…
We construct a canonical geometric rough path over $d$-dimensional tempered fractional Brownian motion (tfBm) for any Hurst parameter $H > 1/4$ and tempering parameter $\lambda > 0$. The main challenge stems from the non-homogeneous nature…
We classify pointed Hopf algebras of discrete corepresentation type over an algebraically closed field K with characteristic zero. For such algebras $H$, we explicitly determine the algebra structure up to isomorphism for the link…
We consider anticipative Stratonovich stochastic differential equations driven by some stochastic process (not necessarily a semi-martingale). No adaptedness of initial point or vector fields is assumed. Under a simple condition on the…
We develop a Fourier approach to rough path integration, based on the series decomposition of continuous functions in terms of Schauder functions. Our approach is rather elementary, the main ingredient being a simple commutator estimate,…
We establish a universal approximation theorem for signatures of rough paths that are not necessarily weakly geometric. By extending the path with time and its rough path bracket terms, we prove that linear functionals of the signature of…
We introduce a framework for studying pathwise time regularity and numerical approximation of $L^0$-valued stochastic evolution equations. At the core of our framework are two Burkholder--Davis--Gundy type inequalities accommodating It\^o…
We formulate the generation of finite dimensional pointed Hopf algebras by group-like elements and skew-primitives in geometric terms. This is done through a more general study of connected and coconnected Hopf algebras inside a braided…
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.
A known fundamental Theorem for braided pointed Hopf algebras states that for each coideal subalgebra, that fulfils a few properties, there is an associated quotient coalgebra right module such that the braided Hopf algebra can be…
We generalize Bruned et.al.'s notion of translation in geometric and branched rough paths to a notion of translation in rough paths over any combinatorial Hopf algebra. We show that this notion of translation is equivalent to two bialgebras…
In this paper we outline an approach to calculus over quasitriangular Hopf algebras. We study differential operators in the framework of monoidal categories equipped with a braiding or symmetry. To be more concrete, we choose as an example…
This thesis introduces a way to build Markov chains out of Hopf algebras. The transition matrix of a "Hopf-power Markov chain" is (the transpose of) the matrix of the coproduct-then-product operator on a combinatorial Hopf algebra with…
Motivated by work of Buch on set-valued tableaux in relation to the K-theory of the Grassmannian, we study six combinatorial Hopf algebras. These Hopf algebras can be thought of as K-theoretic analogues of the by now classical ``square'' of…
In the setting of stochastic Volterra equations, and in particular rough volatility models, we show that conditional expectations are the unique classical solutions to path-dependent PDEs. The latter arise from the functional It\^o formula…
In a series of papers the present authors and their coworkers have developed a family of algebraic techniques to solve a number of problems in the theory of discrete or continuous dynamical systems and to analyze numerical integrators.…
The natural problem we approach in the present paper is to show how the notion of formally smooth (co)algebra inside monoidal categories can substitute that of (co)separable (co)algebra in the study of splitting bialgebra homomorphisms.…
In prior joint work with Lewis, we developed a theory of enriched set-valued $P$-partitions to construct a $K$-theoretic generalization of the Hopf algebra of peak quasisymmetric functions. Here, we situate this object in a diagram of six…
We give a natural and complete description of Ecalle's mould-comould formalism within a Hopf-algebraic framework. The arborification transform thus appears as a factorization of characters, involving the shuffle or quasishuffle Hopf…
We show that the braided Hochschild cohomology, of an algebra in a suitably algebraic braided monoidal category, admits a graded ring structure under which it is braided commutative. We then give a canonical identification between the usual…