Related papers: Rough differential equations and reduced rough pat…
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…
The universal limit theorem is a central result in rough path theory, which has been proved for: (i) rough paths with roughness $\frac{1}{3}< \alpha \leq \frac{1}{2}$; (ii) geometric rough paths with roughness $0< \alpha \leq 1$; (iii)…
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 provide an account for the existence and uniqueness of solutions to rough differential equations under the framework of controlled rough paths. The case when the driving path is $\beta$-H\"older continuous, for $\beta>1/3$, is widely…
The purpose of this article is to solve rough differential equations with the theory of regularity structures. These new tools recently developed by Martin Hairer for solving semi-linear partial differential stochastic equations were…
The theory of rough paths arose from a desire to establish continuity properties of ordinary differential equations involving terms of low regularity. While essentially an analytic theory, its main motivation and applications are in…
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…
Motivated by the recent advances in the theory of stochastic partial differential equations involving nonlinear functions of distributions, like the Kardar-Parisi-Zhang (KPZ) equation, we reconsider the unique solvability of one-dimensional…
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…
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…
In this paper, we study a multidimensional backward stochastic differential equation (BSDE) with an additional rough drift (rough BSDE), and give the existence and uniqueness of the adapted solution, either when the terminal value and the…
We establish the existence of solutions to path-dependent rough differential equations with non-anticipative coefficients. Regularity assumptions on the coefficients are formulated in terms of horizontal and vertical derivatives.
In this note we consider differential equations driven by a signal $x$ which is $\gamma$-H\"older with $\gamma>1/3$, and is assumed to possess a lift as a rough path. Our main point is to obtain existence of solutions when the coefficients…
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…
In this paper, we study reflected differential equations driven by continuous paths with finite $p$-variation ($1\le p<2$) and $p$-rough paths ($2\le p<3$) on domains in Euclidean spaces whose boundaries may not be smooth. We define…
We investigate rough differential equations with a time-dependent reflecting lower barrier, where both the driving (rough) path and the barrier itself may have jumps. Assuming the driving signals allow for Young integration, we provide…
We introduce a differential structure for the space of weakly geometric p rough paths over a Banach space V for 2<p<3. We begin by considering a certain natural family of smooth rough paths and differentiating in the truncated tensor…
We consider the conformal decomposition of Einstein's constraint equations introduced by Lichnerowicz and York, on a compact manifold with boundary. We use order relations on appropriate Banach spaces to derive weak solution generalizations…
In this note we introduce a new approach to rough and stochastic partial differential equations (RPDEs and SPDEs): we consider general Banach spaces as state spaces and -- for the sake of simiplicity -- finite dimensional sources of noise,…
We give an overview of the recent approach to the integration of rough paths that reduces the problem to classical Young integration. As an application, we extend an argument of Schwartz to rough differential equations, and prove the…