Related papers: Branched It\^o formula and natural It\^o-Stratonov…

We consider nonlinear parabolic evolution equations of the form $\partial_{t}u=F(t,x,Du,D^{2}u) $, subject to noise of the form $H(x,Du) \circ dB$ where $H$ is linear in $Du$ and $\circ dB$ denotes the Stratonovich differential of a…

We investigate existence, uniqueness and regularity for solutions of rough parabolic equations of the form $\partial _tu-A_tu-f=(\dot X_t(x) \cdot \nabla + \dot Y_t(x))u$ on $[0,T]\times\mathbb{R}^d.$ To do so, we introduce a concept of…

In the present paper, we introduce two-dimensional categorified Hall algebras of smooth curves and smooth surfaces. A categorified Hall algebra is an associative monoidal structure on the stable $\infty$-category…

Banagl's method of intersection spaces allows to modify certain types of stratified pseudomanifolds near the singular set in such a way that the rational Betti numbers of the modified spaces satisfy generalized Poincar\'{e} duality in…

We give explicit formulas for the coproduct and the antipode in the Connes-Moscovici Hopf algebra $\mathcal{H}_{\tmop{CM}}$. To do so, we first restrict ourselves to a sub-Hopf algebra $\mathcal{H}^1_{\tmop{CM}}$ containing the nontrivial…

We classify graded Hopf algebras structures over path coalgebras, that is over free pointed coalgebras, using Hopf quivers which are analogous to Cayley graphs. The description involves formulas for the product besides the canonical…

Based on an extension of the martingale comparison method some comparison results for path-dependent functions of semimartingales are established. The proof makes essential use of the functional It\^o calculus. A main tool is an extension…

Let $H$ be a semisimple Hopf algebra over an algebraically closed field $\mathbbm{k}$ of characteristic $p>\dim_{\mathbbm{k}}(H)^{1/2}$ and $p\nmid 2\dim_{\mathbbm{k}}(H)$. In this paper, we consider the smash product semisimple Hopf…

Let $X_t$ solve the multidimensional It\^o's stochastic differential equations on $\R^d$ $$dX_t=b(t,X_t)dt+\sigma(t,X_t)dB_t$$ where $b:[0,\infty)\times\R^d\to\R^d$ is smooth in its two arguments,…

Fomin and Kirillov initiated a line of research into the realization of the cohomology and $K$-theory of generalized flag varieties $G/B$ as commutative subalgebras of certain noncommutative algebras. This approach has several advantages,…

A fundamental problem in the theory of Hopf algebras is the classification and explicit construction of finite-dimensional quasitriangular Hopf algebras over C. These Hopf algebras constitute a very important class of Hopf algebras,…

Any finite dimensional semisimple algebra A over a field K is isomorphic to a direct sum of finite dimensional full matrix rings over suitable division rings. In this paper we will consider the special case where all division rings are…

This article shows an It\^o-Wentzell type formula adapted to rough paths with $\alpha$-H\"older regularity $\alpha \in (\frac{1}{3},\frac{1}{2}]$. We improve previous results of R. Castrequini and P. Catuogno for the Young integral and C.…

We derive a functional change of variable formula for {\it non-anticipative} functionals defined on the space of right continuous paths with left limits. The functional is only required to possess certain directional derivatives, which may…

We develop a general theory for Markov chains whose transition probabilities are the coefficients of descent operators on combinatorial Hopf algebras. These model the breaking-then-recombining of combinational objects. Examples include the…

We examine the relation between a stochastic version of the rough path integral with the symmetric-Stratonovich integral in the sense of regularization. Under mild regularity conditions in the sense of Malliavin calculus, we establish…

This is a survey on pointed Hopf algebras over algebraically closed fields of characteristic 0. We propose to classify pointed Hopf algebras $A$ by first determining the graded Hopf algebra $\gr A$ associated to the coradical filtration of…

Let $\CRF_S$ denote the category of $S$-colored rooted forests, and $\H_{\CRF_S}$ denote its Ringel-Hall algebra as introduced in \cite{KS}. We construct a homomorphism from a $K^+_0 (\CRF_S)$--graded version of the Hopf algebra of…

The weak Stratonovich integral is defined as the limit, in law, of Stratonovich-type symmetric Riemann sums. We derive an explicit expression for the weak Stratonovich integral of $f(B)$ with respect to $g(B)$, where $B$ is a fractional…

The theory of rough paths arose from a desire to establish continuity properties of ordinary differential equations involving terms of low regularity. While essentially an analytic theory, its main motivation and applications are in…