Related papers: Differential equations driven by Besov-Orlicz path…
Given a stochastic differential equation with path-dependent coefficients driven by a multidimensional Wiener process, we show that the support of the law of the solution is given by the image of the Cameron-Martin space under the flow of…
This paper presents a unified exposition of rough path methods applied to optimal control, robust filtering, and optimal stopping, addressing a notable gap in the existing literature where no single treatment covers all three areas. By…
We show in this note how the machinery of C^1-approximate flows devised in the work "Flows driven by rough paths", and applied there to reprove and extend most of the results on Banach space-valued rough differential equations driven by a…
Motivated by recent applications in rough volatility and regularity structures, notably the notion of singular modelled distribution, we study paths, rough paths and related objects with a quantified singularity at zero. In a pure path…
In this paper we carry out an asymptotic analysis of the proximal-gradient dynamical system \begin{equation*}\left\{ \begin{array}{ll} \dot x(t) +x(t) = \prox_{\gamma f}\big[x(t)-\gamma\nabla\Phi(x(t))-ax(t)-by(t)\big],\\ \dot…
We analyze common lifts of stochastic processes to rough paths/rough drivers-valued processes and give sufficient conditions for the cocycle property to hold for these lifts. We show that random rough differential equations driven by such…
This work focuses on the Laplace approximation for the rough differential equation (RDE) driven by mixed rough path with as . Firstly, based on geometric rough path lifted from mixed fractional Brownian motion (fBm), the Schilder-type large…
We study a rough differential equation driven by fractional Brownian motion with Hurst parameter $H$ $(1/4<H \le 1/2)$. Under H\"ormander's condition on the coefficient vector fields, the solution has a smooth density for each fixed time.…
We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration that provides a differential structure allowing to describe infinitesimal evolution of Wiener functionals at very small scales. The…
Procedure of constructing the BPS solutions in SO(3) model on the background of 4D-space-time with the spatial part as a model of constant curvature: Euclid, Riemann, Lobachevsky, is reexamined. It is shown that among possible…
Based on the notion of paracontrolled distributions, we provide existence and uniqueness results for rough Volterra equations of convolution type with potentially singular kernels and driven by the newly introduced class of convolutional…
We generalize an abstract variational principle in Banach spaces, introduced by Topalova \& Zlateva, by showing that the set $\mathbb{P}_0$ of perturbations for which a perturbed lower semi-continuous function $f$ is WPMC (Well Posed…
In the past years, the phenomenon of fractional regularity has been addressed for a large class of linear and/or quasilinear differential operators, mostly, in terms of certain Besov spaces. As it turned out, for equations governed by the…
This work concerns stationary Stokes type systems governed by a general class of non-necessarily power-type nonlinearities. Fractional regularity properties of the symmetric gradient of local solutions are established, depending on a…
The primitive equations in a 3D infinite layer domain are considered with linearly growing initial data in the horizontal direction, which illustrates the global atmospheric rotating or straining flows. On the boundaries, Dirichlet, Neumann…
Let $\Phi$ be a concave function on $(0,\infty)$ of strictly lower type $p_{\Phi}\in(0,1]$ and $\omega\in A^{\mathop\mathrm{loc}}_{\infty}(\mathbb{R}^n)$. We introduce the weighted local Orlicz-Hardy space $h^{\Phi}_{\omega}(\mathbb{R}^n)$…
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…
This paper is devoted to the study of the differentiability of solutions to real-valued backward stochastic differential equations (BSDEs for short) with quadratic generators driven by a cylindrical Wiener process. The main novelty of this…
In this paper, we study the existence and uniqueness of solutions to quadratic Backward Stochastic Differential Equations (QBSDEs for short) with rough driver and square integrable terminal condition. The main idea consists in using both…
We establish some existence and regularity results to the Dirichlet problem, for a class of quasilinear elliptic equations involving a partial differential operator, depending on the gradient of the solution. Our results are formulated in…