Related papers: Branched It\^o formula and natural It\^o-Stratonov…
Using rough path theory, we provide a pathwise foundation for stochastic It\^o integration, which covers most commonly applied trading strategies and mathematical models of financial markets, including those under Knightian uncertainty. To…
Typed decorated trees are used by Bruned, Hairer and Zambotti to give a description of a renormalisation processon stochastic PDEs. We here study the algebraic structures on these objects: multiple prelie algebrasand related operads…
An internal coproduct is described, which is compatible with Hoffman's quasi-shuffle product. Hoffman's quasi-shuffle Hopf algebra, with deconcatenation coproduct, is a comodule-Hopf algebra over the bialgebra thus defined. The relation…
We develop the theory of ``branch algebras'', which are infinite-dimensional associative algebras that are isomorphic, up to taking subrings of finite codimension, to a matrix ring over themselves. The main examples come from groups acting…
Two non-standard quantum deformations of the (1+1) Schr\"odinger algebra are identified with the symmetry algebras of either a space or time uniform lattice discretization of the Schr\"odinger equation. For both cases, the deformation…
Motivated by questions arising in financial mathematics, Dupire introduced a notion of smoothness for functionals of paths (different from the usual Fr\'echet--Gat\'eaux derivatives) and arrived at a generalization of It\=o's formula…
We study ideals in Hall algebras of monoid representations on pointed sets corresponding to certain conditions on the representations. These conditions include the property that the monoid act via partial permutations, that the…
A commutative but not cocommutative graded Hopf algebra $\Hn$, based on ordered rooted trees, is studied. This Hopf algebra generalizes the Hopf algebraic structure of unordered rooted trees $\Hc$, developed by Butcher in his study of…
We consider 5d $\mathcal{N}=1$ SU(2) super Yang-Mills theory on $X\times S^1$, with $X$ a closed smooth four-manifold. A partial topological twisting along $X$ renders the theory formally independent of the metric on $X$. The theory depends…
We study infinitesimal gauge transformations of an equivariant noncommutative principal bundle as a braided Lie algebra of derivations. For this, we analyse general $K$-braided Hopf and Lie algebras, for $K$ a (quasi)triangular Hopf algebra…
We prove that Kitaev's lattice model for a finite-dimensional semisimple Hopf algebra H is equivalent to the combinatorial quantisation of Chern-Simons theory for the Drinfeld double D(H). This shows that Kitaev models are a special case of…
A family of permutations called 2-clumped permutations forms a basis for a sub-Hopf algebra of the Malvenuto-Reutenauer Hopf algebra of permutations. The 2-clumped permutations are in bijection with certain decompositions of a square into…
The existence of unique solutions is established for rough differential equations (RDEs) with path-dependent coefficients and driven by c\`adl\`ag rough paths. Moreover, it is shown that the associated solution map, also known as…
The theory of exact and of approximate solutions for non-autonomous linear differential equations forms a wide field with strong ties to physics and applied problems. This paper is meant as a stepping stone for an exploration of this…
The category of rational mixed Hodge-Tate structures is a mixed Tate category. So thanks to the Tannakian formalism, it is equivalent to the category of finite dimensional graded comodules over a graded commutative Hopf algebra H over Q.…
Let H be a differential graded Hopf algebra over a field k. This paper gives an explicit construction of a triple cochain complex that defines the Hochschild-Cartier cohomology of H. A certain truncation of this complex is the appropriate…
In this paper, we present an approach to the definition of multiparameter quantum groups by studying Hopf algebras with triangular decomposition. Classifying all of these Hopf algebras which are of what we call weakly separable type over a…
We consider a stochastic Volterra integral equation with regular path-dependent coefficients and a Brownian motion as integrator in a multidimensional setting. Under an imposed absolute continuity condition, the unique solution is a…
Fourier normal ordering \cite{Unt09bis} is a new algorithm to construct explicit rough paths over arbitrary H\"older-continuous multidimensional paths. We apply in this article the Fourier normal ordering ordering algorithm to the…
We consider anticipative Stratonovich stochastic differential equations driven by some stochastic process lifted to a rough path. Neither adaptedness of initial point and vector fields nor commuting conditions between vector field is…