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We present a general fixed point theorem which can be seen as the quintessence of the principles of proof for Banach's Fixed Point Theorem, ultrametric and certain topological fixed point theorems. It works in a minimal setting, not…

交换代数 · 数学 2013-04-02 Katarzyna Kuhlmann , Franz-Viktor Kuhlmann

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,…

泛函分析 · 数学 2007-05-23 Peter Friz , Nicolas Victoir

Annealed functional CLT in the rough path topology is proved for the standard class of ballistic random walks in random environment. Moreover, the `area anomaly', i.e. a deterministic linear correction for the second level iterated integral…

概率论 · 数学 2020-08-10 Olga Lopusanschi , Tal Orenshtein

This paper first proves two fixed point theorems in complete random normed modules, which are respectively the random generalizations of the classical Banach's contraction mapping principle and Browder--Kirk's fixed point theorem. As…

泛函分析 · 数学 2018-11-29 Tiexin Guo , Erxin Zhang , Yachao Wang , ZiChen Guo

Banach's fixed point theorem for contraction maps has been widely used to analyze the convergence of iterative methods in non-convex problems. It is a common experience, however, that iterative maps fail to be globally contracting under the…

计算复杂性 · 计算机科学 2018-02-15 Constantinos Daskalakis , Christos Tzamos , Manolis Zampetakis

In this article, we consider limit theorems for some weighted type random sums (or discrete rough integrals). We introduce a general transfer principle from limit theorems for unweighted sums to limit theorems for weighted sums via rough…

概率论 · 数学 2017-07-07 Yanghui Liu , Samy Tindel

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…

概率论 · 数学 2026-02-06 Mihriban Ceylan , Anna P. Kwossek , David J. Prömel

We develop the algebraic theory of rough path translation. Particular attention is given to the case of branched rough paths, whose underlying algebraic structure (Connes-Kreimer, Grossman-Larson) makes it a useful model case of a…

概率论 · 数学 2019-10-07 Yvain Bruned , Ilya Chevyrev , Peter K. Friz , Rosa Preiss

We construct an explicit transitive free action of a Banach space of H\"older functions on the space of branched rough paths, which yields in particular a bijection between theses two spaces. This endows the space of branched rough paths…

概率论 · 数学 2020-03-20 Nikolas Tapia , Lorenzo Zambotti

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…

经典分析与常微分方程 · 数学 2015-06-15 Terry Lyons , Danyu Yang

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…

泛函分析 · 数学 2024-08-02 Darrick Lee

We prove a generalized implicit function theorem for Banach spaces, without the usual assumption that the subspaces involved being complemented. Then we apply it to the problem of parametrization of fibers of differentiable maps, the Lie…

群论 · 数学 2007-05-23 Jinpeng An , Karl-Hermann Neeb

When the one-form is $Lip\left(\gamma-1\right) $ with $\gamma >p\geq 1$, we construct the integral of a branched $p$-rough path, which defines another branched $p$-rough path. We derive a quantitative bound for this integral and prove that…

概率论 · 数学 2026-01-13 Xinru Liu , Danyu Yang

We study a class of nonlinear Burgers-type stochastic partial differential equations driven by additive space-time white noise in one spatial dimension. Building on the rough path framework initiated by Hairer, which provides a pathwise…

概率论 · 数学 2026-01-26 Nannan Li , Xing Gao

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…

概率论 · 数学 2013-11-06 Terry Lyons , Weijun Xu

In this paper, we prove a theorem on tight paths in convex geometric hypergraphs, which is asymptotically sharp in infinitely many cases. Our geometric theorem is a common generalization of early results of Hopf and Pannwitz, Sutherland,…

In this short paper, we prove fixed point theorems for nonexpansive mappings whose domains are unbounded subsets of Banach spaces. These theorems are generalizations of Penot's result in [Proc. Amer. Math. Soc., 131 (2003), 2371--2377].

泛函分析 · 数学 2007-05-23 Tomonari Suzuki

We survey the Munthe-Kaas--Wright Hopf algebra defined on planar rooted trees. This algebra serves a role akin to that of the Butcher--Connes--Kreimer Hopf algebra on non-planar rooted trees within the domain of numerical methods for…

环与代数 · 数学 2024-09-24 Kurusch Ebrahimi-Fard , Ludwig Rahm

For a given symmetrically normed ideal I on an infinite dimensional Hilbert space H, we study the rectifiable distance in the classical Banach-Lie unitary group $$ U_I={u is a unitary operator in H, u-1\in I}. $$ We prove that one-parameter…

度量几何 · 数学 2011-07-19 Jorge Antezana , Gabriel Larotonda , Alejandro Varela

We prove some results, which are used in arXiv:1406.7871, about weakly geometric rough paths that are well-known in finite dimensions, but need proof in the infinite dimensional setting.

经典分析与常微分方程 · 数学 2015-10-15 Horatio Boedihardjo , Xi Geng , Terry Lyons , Danyu Yang