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This paper establishes the existence and uniqueness of solutions for rough differential equations driven by reduced rough paths with low regularity, specifically in the roughness regime $\frac{1}{3} < \alpha \leq \frac{1}{2}$. While the…

Probability · Mathematics 2025-12-02 Nannan Li , Xing Gao

By using an explicit ordinary differential equation to approximate the exponential solution flow, we extend the universal limit theorem to rough differential equation in Banach space driven by weak geometric rough path, and give the…

Classical Analysis and ODEs · Mathematics 2014-02-13 Terry J. Lyons , Danyu Yang

We set up controlled rough paths for a class of combinatorial Hopf algebras, encompassing shuffle, Butcher-Connes-Kreimer and Munthe-Kaas--Wright Hopf algebras. The class of controls we consider encompasses both H\"older continuous paths…

Probability · Mathematics 2025-09-30 Zhicheng Zhu , Xing Gao , Nannan Li , Dominique Manchon

We study rough differential equations driven by controlled rough paths in the level-$2$ regime $1/3<\alpha\le 1/2$. Given a reference rough path $\mathbf X=(1,X,\mathbb X)$ and an $\mathbf X$-controlled driver $\mathbf Z=(Z,Z')$, we first…

Probability · Mathematics 2026-05-12 Nannan Li , Xing Gao

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…

Classical Analysis and ODEs · Mathematics 2020-12-08 Charles Curry , Kurusch Ebrahimi-Fard , Dominique Manchon , Hans Z. Munthe-Kaas

We establish universal approximation theorems for infinite-dimensional geometric rough paths, i.e., we show that continuous functions on the space of infinite-dimensional weakly geometric H\"older continuous rough paths can be approximated…

Probability · Mathematics 2026-03-04 Sonja Cox , Asma Khedher , Thijs Maessen

We explore the limit of stochastic differential equations driven by some random processes satisfying singularly perturbed second order stochastic differential equations. The main tool we employ is the universal limit theorem in rough path…

Probability · Mathematics 2026-04-08 Qingming Zhao , Xueru Liu , Wei Wang

In this paper, we show that the main algebraic assumption required to perform a fixed point argument for rough differential equations implies the algebraic assumption for the Bailleul flow approach. This assumption requires that the rough…

Probability · Mathematics 2026-02-20 Yvain Bruned , Yingtong Hou , Paul Laubie , Zhicheng Zhu

Similar to ordinary differential equations, rough paths and rough differential equations can be formulated in a Banach space setting. For $\alpha\in (1/3,1/2)$, we give criteria for when we can approximate Banach space-valued weakly…

Probability · Mathematics 2023-03-09 Erlend Grong , Torstein Nilssen , Alexander Schmeding

In this paper, we prove the existence of fixed points of mappings satisfying the condition (Da), a kind of generalized nonexpansive mappings, on a weakly compact convex subset in a Banach space satisfying Opial's condition. And we use…

Functional Analysis · Mathematics 2020-07-07 Chang Il Rim , Jong Gyong Kim

We work with non-planar rooted trees which have a label set given by an arbitrary vector space $V$. By equipping $V$ with a complete locally convex topology, we show how a natural topology is induced on the tree algebra over $V$. In this…

Probability · Mathematics 2017-10-18 Thomas Cass , Martin P. Weidner

In this paper, a general hybrid fixed point theorem for the contractive mappings in generalized Banach spaces is proved via measure of weak non-compactness and it is further applied to fractional integral equations for proving the existence…

Functional Analysis · Mathematics 2024-01-17 Aref Jeribi , Najib Kaddachi , Zahra Laouar

We study the obstructions to coarse universality in separable dual Banach spaces. We prove coarse non-universality of several classes of dual spaces, including those with conditional spreading bases, as well as generalized James and James…

Functional Analysis · Mathematics 2025-12-08 Stephen Jackson , Cory Krause , Bunyamin Sari

We establish two results concerning a class of geometric rough paths $\mathbf{X}$ which arise as Markov processes associated to uniformly subelliptic Dirichlet forms. The first is a support theorem for $\mathbf{X}$ in $\alpha$-H\"older…

Probability · Mathematics 2018-06-18 Ilya Chevyrev , Marcel Ogrodnik

In this paper, we prove some theorems related to properties of generalized symmetric hybrid mappings in Banach spaces. Using Banach limits, we prove a fixed point theorem for symmetric generalized hybrid mappings in Banach spaces. Moreover,…

Functional Analysis · Mathematics 2014-11-25 Fridoun Moradlou , Sattar Alizadeh

We prove existence of global solutions for differential equations driven by a geometric rough path under the condition that the vector fields have linear growth. We show by an explicit counter-example that the linear growth condition is not…

Probability · Mathematics 2009-05-15 Massimiliano Gubinelli , Antoine Lejay

Lyons' Rough Path theory is currently formulated in p-variation topology. We extend his main-result, the Universal Limit Theorem, to a stronger Hoelder topology. Several approximations to Brownian Rough Paths are studied. As application of…

Probability · Mathematics 2007-05-23 Peter K. Friz

Lyon's rough paths give an algebraic and analytic framework for Stieltjes integrals in a regime of low regularity where the usual Riemann-Stieltjes integral does not converge. Before we may rigorously define rough paths, we start with the…

Rings and Algebras · Mathematics 2021-12-10 Rosa Preiß

In this paper, we introduce the branched signature model, motivated by the branched rough path framework of [Gubinelli, Journal of Differential Equations, 248(4), 2010], which generalizes the classical geometric rough path. We establish a…

Numerical Analysis · Mathematics 2025-11-04 Munawar Ali , Qi Feng

Using truncated variation techniques we obtain an improved version of the Loeve-Young inequality for the Riemann-Stieltjes integrals driven by rough paths. This allowed us to strenghten some result on the existence of solutions of integral…

Functional Analysis · Mathematics 2014-09-16 Rafał M. Łochowski
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