Related papers: Controlling Rough Paths
In this article we consider the inhomogeneous incompressible Euler equations describing two fluids with different constant densities under the influence of gravity as a differential inclusion. By considering the relaxation of the…
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…
There is strong evidence coming from Lorentzian dynamical triangulations that the unboundedness of the gravitational action is no obstacle to the construction of a well-defined non-perturbative path integral. In a continuum approach, a…
We consider the ordinary differential equation (ODE) $dx_{t} =b(t,x_{t} ) dt+ dw_{t}$ where $w$ is a continuous driving function and $b$ is a time-dependent vector field which possibly is only a distribution in the space variable. We…
We show how to use geometric arguments to prove that the terminal solution to a rough differential equation driven by a geometric rough path can be obtained by driving the same equation by a piecewise linear path. For this purpose, we…
In this paper, we first prove that the local time associated with symmetric $\alpha$-stable processes is of bounded $p$-variation for any $p>\frac{2}{\alpha-1}$ partly based on Barlow's estimation of the modulus of the local time of such…
We consider the problem of estimating the roughness of the volatility process in a stochastic volatility model that arises as a nonlinear function of fractional Brownian motion with drift. To this end, we introduce a new estimator that…
This article is devoted to the extension of the theory of rough paths in the context of Volterra equations with possibly singular kernels. We begin to describe a class of two parameter functions defined on the simplex called Volterra paths.…
Invited talk given at the ``International Workshop on `Symmetry Methods in Physics' in memory of Ya.\ A.\ Smorodinsky, 5--10 July 1993, Dubna, Russia; to appear in the proceedings. In this contribution I present further results on steps…
Motivated by applications to fluid dynamics, we study rough differential equations (RDEs) and rough partial differential equations (RPDEs) with non-Lipschitz drifts. We prove well-posedness and existence of a flow for RDEs with Osgood…
We consider the rough differential equation with drift driven by a Gaussian geometric rough path. Under natural conditions on the rough path, namely non-determinism, and uniform ellipticity conditions on the diffusion coefficient, we prove…
We introduce a canonical way of performing the joint lift of a Brownian motion $W$ and a low-regularity adapted stochastic rough path $\mathbf{X}$, extending [Diehl, Oberhauser and Riedel (2015). A L\'evy area between Brownian motion and…
In this paper, we are concerned with the existence of invariant curves of the planar twist mappings where the perturbations are almost periodic. As an application, the existence of almost periodic solutions and the boundedness of all…
We derive general sufficient conditions for the existence of Riemann-Stieltjes integrals $\int_a^b Yd X$. Our results extend the classical conditions of L.C.Young and improve some recent results that deal with integrals involving a…
Using a path integral approach, we derive an analytical solution of a nonlinear and singular Langevin equation, which has been introduced previously by P.-G. de Gennes as a simple phenomenological model for the stick-slip motion of a solid…
We introduce a variant of Farber's topological complexity, defined for smooth compact orientable Riemannian manifolds, which takes into account only motion planners with the lowest possible "average length" of the output paths. We prove…
Many problems in nonlinear analysis and optimization, among them variational inequalities and minimization of convex functions, can be reduced to finding zeros (namely, roots) of set-valued operators. Hence numerous algorithms have been…
We study in this article the existence and uniqueness of solutions to a class of stochastic transport equations with irregular coefficients and unbounded divergence. In the first result we assume the drift is $L^{2}([0,T] \times \R^{d})\cap…
The goal of these notes is to provide an introduction to rough partial differential equations. For this purpose, we will present the theory of rough paths to the extend as it is required. Applications to stochastic partial differential…
The control system described by Urysohn type integral equation is considered where the system is nonlinear with respect to the phase vector and is affine with respect to the control vector. The control functions are chosen from the closed…