相关论文: Controlling Rough Paths

We study an evolution problem in the space of continuous loops in three-dimensional Euclidean space modelled upon the dynamics of vortex lines in 3d incompressible and inviscid fluids. We establish existence of a local solution starting…

Axiomatizing covarieties of coalgebras for an endofunctor is less intuitive than axiomatizing varieties of algebras via equations (Dahlqvist and Schmid, 2022). Existing techniques come from coalgebraic modal logic, pattern avoidance…

In inclusion detection in electrical impedance tomography, the support of perturbations (inclusion) from a known background conductivity is typically reconstructed from idealized continuum data modelled by a Neumann-to-Dirichlet map. Only…

It is known, since the seminal work [T. Lyons, Differential equations driven by rough signals, Rev. Mat. Iberoamericana, 14 (1998)], that the solution map associated to a controlled differential equation is locally Lipschitz continuous in…

We leverage path differentiability and a recent result on nonsmooth implicit differentiation calculus to give sufficient conditions ensuring that the solution to a monotone inclusion problem will be path differentiable, with formulas for…

The paper deals with the problem of integration of equations of motion in nonholonomic systems. By means of well-known theory of the differential equations with an invariant measure the new integrable systems are discovered. Among them…

We consider a system of differential equations in a fast long range dependent random environment and prove a homogenization theorem involving multiple scaling constants. The effective dynamics solves a rough differential equation, which is…

We apply the topology of convergence on compact sets to define unpredictable functions [5, 6]. The topology is metrizable and easy for applications with integral operators. To demonstrate the effectiveness of the approach, the existence and…

This paper develops an It\^o-type fractional pathwise integration theory for fractional Brownian motion with Hurst parameters \( H \in (\frac{1}{3}, \frac{1}{2}] \), using the Lyons' rough path framework. This approach is designed to fill…

In this complementary note to [1] (arXiv:1501.05641), we provide an alternative proof for the factorial decay estimate of iterated integrals for geometric rough paths without using the neoclassical inequality. This note intends to aid the…

We extend the functional Breuer-Major theorem by Nourdin and Nualart (2020) to the space of rough paths. The proof of tightness combines the multiplication formula for iterated Malliavin divergences, due to Furlan and Gubinelli (2019), with…

A wide class of boundary problems in quantum mechanics is discussed by using path integrals. This includes motion in half-spaces, radial boxes, rings, and moving boundaries. As a preparation the formalism for the incorporation of…

We study solutions of a class of one-dimensional continuous reflected backward stochastic Volterra integral equations driven by Brownian motion, where the reflection keeps the solution above a given stochastic process (lower obstacle). We…

The strong convergence rate of the Euler scheme for SDEs driven by additive fractional Brownian motions is studied, where the fractional Brownian motion has Hurst parameter $H\in(\frac13,\frac12)$ and the drift coefficient is not required…

We consider a family of variational regularization functionals for a generic inverse problem, where the data fidelity and regularization term are given by powers of a Hilbert norm and an absolutely one-homogeneous functional, respectively,…

The global boundness, existence and uniqueness are presented for the kind of Rosseland equation with a small parameter. This problem comes from conduction-radiation coupled heat transfer in the composites; it's with coefficients of high…

In this article, we show how the theory of rough paths can be used to provide a notion of solution to a class of nonlinear stochastic PDEs of Burgers type that exhibit too high spatial roughness for classical analytical methods to apply. In…

We study tracking-type optimal control problems that involve a non-affine, weak-to-weak continuous control-to-state mapping, a desired state $y_d$, and a desired control $u_d$. It is proved that such problems are always nonuniquely solvable…

We propose a path integral formulation for scale invariant quantum field theories. We do it by modifying the functional integration measure in such a way that the partition function is always exactly scale invariant, at the cost of having…

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…