Related papers: Differential equations driven by Besov-Orlicz path…
We give meaning to linear and semi-linear (possibly degenerate) parabolic partial differential equations with (affine) linear rough path noise and establish stability in a rough path metric. In the case of enhanced Brownian motion (Brownian…
The paper puts forward new Besov spaces of variable smoothness $B^{\varphi_{0}}_{p,q}(G,\{t_{k}\})$ and $\widetilde{B}^{l}_{p,q,r}(\Omega,\{t_{k}\})$ on rough domains. A~domain~$G$ is either a~bounded Lipschitz domain in~$\mathbb{R}^{n}$ or…
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…
In this paper, we consider a complex-valued d-dimensional fractional Brownian motion defined on the closure of the complex upper half-plane, called analytic fractional Brownian motion. This process has been introduced by the second author…
A summary of recent contributions in the field of rough partial differential equations is given. For that purpose we rely on the formalism of ``unbounded rough driver''. We present applications to concrete models including…
We show in this work how the machinery of C^1-approximate flows introduced in our previous work "Flows driven by rough paths", provides a very efficient tool for proving well-posedness results for path-dependent rough differential equations…
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…
This paper is devoted to the study of numerical approximation schemes for a class of parabolic equations on (0, 1) perturbed by a non-linear rough signal. It is the continuation of [8, 7], where the existence and uniqueness of a solution…
We consider semilinear elliptic problems of the form \[ -\Delta u + \lambda u = f(x,u), \quad u\in H^1_0(A), \] where $A\subset\mathbb{R}^N$, $N\geq3$, is either a bounded or unbounded annulus, and $\lambda \geq0$. We study a broad class of…
In terms of the best approximations of functions and generalized moduli of smoothness, direct and inverse approximation theorems are proved for Besicovitch almost periodic functions whose Fourier exponent sequences have a single limit point…
This paper studies the existence and uniqueness of solution of It\^o type stochastic differential equation $dx(t)=b(t, x(t), \om)dt+\si(t,x(t), \om) d B(t)$, where $B(t)$ is a fractional Brownian motion of Hurst parameter $H>1/2$ and…
This article is the second one of three successive articles of the authors on the matrix-weighted Besov-type and Triebel--Lizorkin-type spaces. In this article, we obtain the sharp boundedness of almost diagonal operators on matrix-weighted…
In this paper, connections between surface roughness and directed polymers in random medium are studied, when the surface is considered as a directed line undergoing stochastic oscillations. This is performed by studying the influence of a…
Cohomological equations appear frequently in dynamical systems. One of the most classical examples is the Liv\v{s}ic equation $$ v(x) = \alpha \circ F(x) - \alpha(x).$$ The existence and regularity of its solutions $\alpha$ is well…
We prove the existence of a unique Malliavin differentiable strong solution to a stochastic differential equation on the plane with merely integrable coefficients driven by the fractional Brownian sheet with Hurst parameters less than 1/2.…
We study the Taylor expansion for the solution of a differential equation driven by a multidimensional Holder path with exponent \beta> 1/2. We derive a convergence criterion that enables us to write the solution as an infinite sum of…
In this article, we show how the theory of rough paths can be used to provide a notion of solution to a class of nonlinear stochastic PDEs of Burgers type that exhibit too high spatial roughness for classical analytical methods to apply. In…
Quantum dynamical maps are defined and studied for quantum statistical physics based on Orlicz spaces. This complements earlier work [W. A. Majewski, L.E. Labuschagne, Ann. H. Poincare. 15, 1197-1221, (2014)] where we made a strong case for…
The main tool for stochastic calculus with respect to a multidimensional process $B$ with small H\"older regularity index is rough path theory. Once $B$ has been lifted to a rough path, a stochastic calculus -- as well as solutions to…
We define a deterministic integral with respect to irregular paths as a limit of standard line integrals and completely describe a class of all paths for which this integral exists for functions with H\"older exponent in the range of (0,1].…