相关论文: Controlling Rough Paths

We introduce a general approach to traces that we consider as linear continuous functionals on some function space where we focus on some special choices for that space. This leads to an integral calculus for the computation of the precise…

Based on a dyadic approximation of It\^o integrals, we show the existence of It\^o c\`adl\`ag rough paths above general semimartingales, suitable Gaussian processes and non-negative typical price paths. Furthermore, Lyons-Victoir extension…

The thesis studies linear and semilinear Dirichlet problems driven by different fractional Laplacians. The boundary data can be smooth functions or also Radon measures. The goal is to classify the solutions which have a singularity on the…

This paper addresses the estimation problem of an unknown drift parameter matrix for a fractional Ornstein-Uhlenbeck process in a multi-dimensional setting. To tackle this problem, we propose a novel approach based on rough path theory that…

The decision problems of the existence of a Hamiltonian cycle or of a Hamiltonian path in a given graph, and of the existence of a truth assignment satisfying a given Boolean formula $C$, are well-known {\it NP}-complete problems. Here we…

We study the concept of quadratic variation of a continuous path along a sequence of partitions and its dependence with respect to the choice of the partition sequence. We define the concept of quadratic roughness of a path along a…

We establish the unique solvability of a coupling problem for entire functions which arises in inverse spectral theory for singular second order ordinary differential equations/two-dimensional first order systems and is also of relevance…

A statistic based on increment ratios (IR) and related to zero crossings of increment sequence is defined and studied for measuring the roughness of random paths. The main advantages of this statistic are robustness to smooth additive and…

We introduce a geometric approach of integral curves for functional inequalities involving directional derivatives in the general context of differentiable manifolds that are equipped with a volume form. We focus on Hardy-type inequalities…

We introduce a new framework to deal with rough differential equations based on flows and their approximations. Our main result is to prove that measurable flows exist under weak conditions, even solutions to the corresponding rough…

We present an embedding of stochastic optimal control problems, of the so called path integral form, into reproducing kernel Hilbert spaces. Using consistent, sample based estimates of the embedding leads to a model free, non-parametric…

We construct a pathwise integration theory, associated with a change of variable formula, for smooth functionals of continuous paths with arbitrary regularity defined in terms of the notion of $p$-th variation along a sequence of time…

We establish the existence and uniqueness of smooth solutions with large vorticity and weak solutions with vortex sheets/entropy waves for the steady Euler equations for both compressible and incompressible fluids in arbitrary infinitely…

A geometric setup for control theory is presented. The argument is developed through the study of the extremals of action functionals defined on piecewise differentiable curves, in the presence of differentiable non-holonomic constraints.…

We consider steady solutions to the incompressible Euler equations in a two-dimensional channel with rigid walls. The flow consists of two periodic layers of constant vorticity separated by an unknown interface. Using global bifurcation…

We consider rough differential equations whose coefficients contain path-dependent bounded variation terms and prove the existence and a priori estimate of solutions. These equations include classical path-dependent SDEs containing running…

We discuss the interpretation of path integral optimization as a uniformization problem in even dimensions. This perspective allows for a systematical construction of the higher-dimensional path integral complexity in holographic conformal…

We prove that to each initial datum in a set of positive measure in phase space, there exist uncountably-many associated weak solutions of Newton's equations of motion which govern the dynamics of two non-spherical sets with real-analytic…

1.When equipped with 2-rough norm and restricted to continuous paths with bounded variation, the area operator is a closable unbounded operator. 2.The area defined through Riemann-Stieltjes integral is the only possible candidate to enhance…

In this paper, we develop a Young integration theory in dimension 2 which will allow us to solve a non-linear one dimensional wave equation driven by an arbitrary signal whose rectangular increments satisfy some H\"{o}lder regularity…