Related papers: Global universality via discrete-time signatures

We establish $L^p$-type universal approximation theorems for general and non-anticipative functionals on suitable rough path spaces, showing that linear functionals acting on signatures of time-extended rough paths are dense with respect to…

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…

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…

We introduce so-called functional input neural networks defined on a possibly infinite dimensional weighted space with values also in a possibly infinite dimensional output space. To this end, we use an additive family to map the input…

We consider the orthogonalisation of the signature of a stochastic process as the analogue of orthogonal polynomials on path-space. Under an infinite radius of convergence assumption, we prove density of linear functions on the signature in…

We show that the Dyson Brownian Motion exhibits local universality after a very short time assuming that local rigidity and level repulsion hold. These conditions are verified, hence bulk spectral universality is proven, for a large class…

In this note, we prove an $L^p$ uniform approximation of the fractional Brownian motion with Hurst exponent $0 < H < \frac{1}{2}$ by means of a family of continuous-time random walks imbedded on a given Brownian motion. The approximation is…

Uniform large deviation principles for positive functionals of all equivalent types of infinite dimensional Brownian motions acting together with a Poisson random measure are established. The core of our approach is a variational…

Sub-fractional Brownian motion is a process analogous to fractional Brownian motion but without stationary increments. In \cite{GGL1} we proved a strong uniform approximation with a rate of convergence for fractional Brownian motion by…

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…

The direct and inverse theorems are established for the best approximation in the weighted $L^p$ space on the unit sphere of $\RR^{d+1}$, in which the weight functions are invariant under finite reflection groups. The theorems are stated…

We present a novel perspective on the universal approximation theorem for rough path functionals, introducing a polynomial-based approximation class. We extend universal approximation to non-geometric rough paths within the tensor algebra.…

The signature is a collection of iterated integrals describing the "shape" of a path. It appears naturally in the Taylor expansions of controlled differential equations and, as a consequence, is arguably the central object within rough path…

We find asymptotic equalities for exact upper bounds of approximations by Fourier sums in uniform metric on classes of $2\pi$-periodic functions, representable in the form of convolutions of functions $\varphi$, which belong to unit balls…

We prove continuity and surjectivity of the trace map onto $L_p$, from a space of functions of locally bounded variation, defined by the Carleson functional. The extension map is constructed through a stopping time argument. This extends…

In the paper it is shown that there exist a function g from L1[0,1] and a weight function 0<u(x)<=1, so that g is universal for each classes L^p_u[0,1], p>= 1 with respect to signs-subseries of its Fourier-Walsh series.

In this work we consider the general functional-integral equation: \begin{equation*} y(t) = f\left(t, \int_{a}^{b} k(t,s)g(s,y(s))ds\right), \qquad t\in [a,b], \end{equation*} and give conditions that guarantee existence and uniqueness of…

In this paper by calculating carefully the capacities (defined by high order Sobolev norms on the Wiener space) for some functions of Brownian motion, we show that the dyadic approximations of the sample paths of the Brownian motion…

The goal of this paper is to define and study a notion of fractional Brownian motion on a Lie group. We define it as at the solution of a stochastic differential equation driven by a linear fractional Brownian motion. We show that this…

The generalized grey Brownian motion is a time continuous self-similar with stationary increments stochastic process whose one dimensional distributions are the fundamental solutions of a stretched time fractional differential equation.…