Related papers: Rough path theory
Rough sets are approximations of concrete sets. The theory of rough sets has been used widely for data-mining. While it is well-known that adjunctions are underlying in rough approximations, such adjunctions are not enough for…
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…
The central aim of this work is to understand rough differential equations on homogeneous spaces. We focus on the formal approach, by giving an explicit expansion of the solution at each point of the real line in terms of decorated planar…
The paper is split in two parts: in the first part, we construct the exact likelihood for a discretely observed rough differential equation, driven by a piecewise linear path. In the second part, we use this likelihood in order to construct…
Motivated by a recent series of diametrically opposed articles on the relative value of statistical methods for the analysis of path diagrams in the social sciences, we discuss from a primarily theoretical perspective selected fundamental…
Using fractional calculus we define integrals of the form $% \int_{a}^{b}f(x_{t})dy_{t}$, where $x$ and $y$ are vector-valued H\"{o}lder continuous functions of order $\displaystyle \beta \in (\frac13, \frac12)$ and $f$ is a continuously…
We consider the rough differential equation $dY=f(Y)d\bm \om$ where $\bm \om=(\omega,\bbomega)$ is a rough path defined by a Brownian motion $\omega$ on $\RR^m$. Under the usual regularity assumption on $f$, namely $f\in C^3_b (\RR^d,…
The stack of iterated integrals of a path is embedded in a larger algebraic structure where iterated integrals are indexed by decorated rooted trees and where an extended Chen's multiplicative property involves the D\"urr-Connes-Kreimer…
We show how to use geometric arguments to prove that the terminal solution to a rough differential equation driven by a geometric rough path can be obtained by driving the same equation by a piecewise linear path. For this purpose, we…
Transition path theory computes statistics from ensembles of reactive trajectories. A common strategy for sampling reactive trajectories is to control the branching and pruning of trajectories so as to enhance the sampling of low…
Paths are important structural elements in complex networks because they are finite (unlike walks), related to effective node coverage (minimum spanning trees), and can be understood as being dual to star connectivity. This article…
The non-linear sewing lemma constructs flows of rough differential equations from a braod class of approximations called almost flows. We consider a class of almost flows that could be approximated by solutions of ordinary differential…
In this paper, we investigate reflected backward stochastic differential equations driven by rough paths (rough RBSDEs), which can be viewed as probabilistic representations of nonlinear rough partial differential equations (rough PDEs) or…
In the article, the rough path theory is extended to cover paths from the exponential Besov-Orlicz space \[B^\alpha_{\Phi_\beta,q}\quad\mbox{ for }\quad \alpha\in (1/3,1/2],\,\quad \Phi_\beta(x) \sim…
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…
Theories of rough mereology have originated from diverse semantic considerations from contexts relating to study of databases, to human reasoning. These ideas of origin, especially in the latter context, are intensely complex. In this…
We devise in this work a simple mechanism for constructing flows on a Banach space from approximate flows, and show how it can be used in a simple way to reprove from scratch and extend the main existence and well-posedness results for…
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…
We extend the theory of neural fields which has been developed in a deterministic framework by considering the influence spatio-temporal noise. The outstanding problem that we here address is the development of a theory that gives rigorous…
The signature of a path is an essential object in the theory of rough paths. The signature representation of the data stream can recover standard statistics, e.g. the moments of the data stream. The classification of random walks indicates…