Related papers: Integration of branched rough paths
Shrub-depth and rank-depth are dense analogues of the tree-depth of a graph. It is well known that a graph has large tree-depth if and only if it has a long path as a subgraph. We prove an analogous statement for shrub-depth and rank-depth,…
We prove a rough It\^o formula for path-dependent functionals of $\alpha$-H\"older continuous paths for $\alpha\in(0,1)$. Our approach combines the sewing lemma and a Taylor approximation in terms of path-dependent derivatives.
We develop a general framework for pathwise stochastic integration that extends F\"ollmer's classical approach beyond gradient-type integrands and standard left-point Riemann sums and provides pathwise counterparts of It\^o, Stratonovich,…
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 use simple sub-Riemannian techniques to prove that an arbitrary geometric p-rough path in the sense of Lyons (98) is the limit in sup-norm of a sequence of canonically lifted smooth paths, which are uniformly bounded in p-variation,…
The It\^o formula, originated by K. It\^o, is focus on the stochastic calculus, where many stochastic processes can be placed under the framework of rough paths. In rough path theory, It\^o formulas have been proved for rough paths with…
Using some basic notions from the theory of Hopf algebras and quasi-shuffle algebras, we introduce rigorously a new family of rough paths: the quasi-geometric rough paths. We discuss their main properties. In particular, we will relate them…
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…
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…
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…
It is known, since the seminal work [T. Lyons, Differential equations driven by rough signals, Rev. Mat. Iberoamericana, 14 (1998)], that the solution map associated to a controlled differential equation is locally Lipschitz continuous in…
Cyclomatic complexity is an incompletely specified but mathematically principled software metric that can be usefully applied to both source and binary code. We consider the application of path homology as a stronger analogue of cyclomatic…
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 prove that a connected graph has linear rank-width 1 if and only if it is a distance-hereditary graph and its split decomposition tree is a path. An immediate consequence is that one can decide in linear time whether a graph has linear…
For a given finite graph $G$ of minimum degree at least $k$, let $G_{p}$ be a random subgraph of $G$ obtained by taking each edge independently with probability $p$. We prove that (i) if $p \ge \omega/k$ for a function $\omega=\omega(k)$…
We'll measure the differences of the dual variables and the gain of the objective function when creating new problems, which each has one inequality more than the starting LP-instance. These differences of the dual variables are naturally…
We present a new analytical method that systematically improves the convergence of path integrals of a generic $N$-fold discretized theory. Using it we calculate the effective actions $S^{(p)}$ for $p\le 9$ which lead to the same continuum…
The symmetries of paths in a manifold $M$ are classified with respect to a given pointwise proper action of a Lie group $G$ on $M$. Here, paths are embeddings of a compact interval into $M$. There are at least two types of symmetries:…
Assume that we embed the path $P_n$ as a subgraph of a $2$-dimensional grid, namely, $P_k \times P_l$. Given such an embedding, we consider the ordered set of subpaths $L_1, L_2, \ldots , L_m$ which are maximal straight segments in the…
In this article we introduce the insertion method for reconstructing the path from its signature, i.e. inverting the signature of a path. For this purpose, we prove that a converging upper bound exists for the difference between the…