Related papers: Universal limit theorem for rough differential equ…
In [1], we proved the existence of solutions to reflected rough differential equations based on an idea of Euler approximation of the solutions which is due to Davie [6]. In this paper, we prove the existence theorem under weaker…
We give a dimension-free Euler estimation of solution of rough differential equations in term of the driving rough path. In the meanwhile, we prove that, the solution of rough differential equation is close to the exponential of a Lie…
We present a unified framework for path-parametric planning and control. This formulation is universal as it standardizes the entire spectrum of path-parametric techniques -- from traditional path following to more recent contouring or…
In the spirit of Marcus canonical stochastic differential equations, we study a similar notion of rough differential equations (RDEs), notably dropping the assumption of continuity prevalent in the rough path literature. A new metric is…
We develop the structure theory for transformations of weakly geometric rough paths of bounded $1 < p$-variation and their controlled paths. Our approach differs from existing approaches as it does not rely on smooth approximations. We…
Rough paths theory allows for a pathwise theory of solutions to differential equations driven by highly irregular signals. The fundamental observation of rough paths theory is that if one can define "iterated integrals" above a signal, then…
We consider a control system with dynamics which are affine in the (unbounded) derivative of the control $u$. We introduce a notion of generalized solution $x$ on $[0,T]$ for controls $u$ of bounded total variation on $[0,t]$ for every…
We develop the integration theory of two-parameter controlled paths $Y$ allowing us to define integrals of the form \begin{equation} \int_{[s,t] \times [u,v]} Y_{r,r'} \;d(X_{r}, X_{r'}) \end{equation} where $X$ is the geometric $p$-rough…
We prove an extension to the classical continuity theorem in rough paths. We show that two $p$-rough paths are close in all levels of iterated integrals provided the first $\lfl p \rfl$ terms are close in a uniform sense. Applications…
We consider a rough differential equation with a non-linear damping drift term: \begin{align*} dY(t) = - |Y|^{m-1} Y(t) dt + \sigma(Y(t)) dX(t), \end{align*} where $X$ is a branched rough path of arbitrary regularity $\alpha >0$, $m>1$ and…
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…
The nonequilibrium dynamics of a periodically driven extended XY model, in the presence of linear time dependent magnetic filed, is investigated using the notion of dynamical quantum phase transitions (DQPTs). Along the similar lines to the…
We provide in this work a robust solution theory for random rough differential equations of mean field type $$ dX_t = V(X_t,\mathcal{L}(X_t))dt + F(X_t,\mathcal{L}(X_t))dW_t, $$ where $W$ is a random rough path and $\mathcal{L}(X_t)$ stands…
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…
Rough paths techniques give the ability to define solutions of stochastic differential equations driven by signals $X$ which are not semimartingales and whose $p$-variation is finite only for large values of $p$. In this context, rough…
Inspired by recent advances in singular SPDE theory, we use the Poincar\'e inequality on Wiener space to show that controlled complementary Young regularity is sufficient to obtain Gaussian rough paths lifts. This allows us to completely…
Parallel transport, or path development, provides a rich characterization of paths which preserves the underlying algebraic structure of concatenation. The path signature is universal among such maps: any (translation-invariant) parallel…
We propose a theory of linear differential equations driven by unbounded operator-valued rough signals. As an application we consider rough linear transport equations and more general linear hyperbolic symmetric systems of equations driven…
A generalized divergence theorem is established allowing for domains with inner boundaries. The normal trace of a rough integrand is not a Radon measure; rather, the boundary integral is expressed via a surface functional continuous with…
In this article we extend the framework of rough paths to processes of variable H\"older exponent or variable order paths. We show how a class of multiple discrete delay differential equations driven by signals of variable order are…