DOI10.1007/978-3-030-41556-3zbMath1437.60002OpenAlexW4249571512MaRDI QIDQ5918884
Martin Hairer, Peter K. Friz
Publication date: 23 June 2020
Published in: Universitext (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-030-41556-3
Stochastic quantization of Yang–Mills ⋮
Unstable manifolds for rough evolution equations ⋮
Precise Laplace asymptotics for singular stochastic PDEs: the case of 2D gPAM ⋮
Random tensors, propagation of randomness, and nonlinear dispersive equations ⋮
Singular paths spaces and applications ⋮
Unstable manifolds for rough evolution equations ⋮
Forests, cumulants, martingales ⋮
Smooth rough paths, their geometry and algebraic renormalization ⋮
Solution properties of the incompressible Euler system with rough path advection ⋮
The Sewing lemma for \(0 < \gamma \leq 1\) ⋮
Thermodynamically consistent and positivity-preserving discretization of the thin-film equation with thermal noise ⋮
Algebraic deformation for (S)PDEs ⋮
The moving-frame method for the iterated-integrals signature: orthogonal invariants ⋮
Stochastic evolution equations with rough boundary noise ⋮
Mixing for Generic Rough Shear Flows ⋮
Variational methods for a singular SPDE yielding the universality of the magnetization ripple ⋮
Post-Lie algebras in Regularity Structures ⋮
Wiener Spiral for Volatility Modeling ⋮
Perturbations of singular fractional SDEs ⋮
A Fubini type theorem for rough integration ⋮
Regularisation by regular noise ⋮
Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes ⋮
Signature asymptotics, empirical processes, and optimal transport ⋮
Signatures, Lipschitz-Free Spaces, and Paths of Persistence Diagrams ⋮
Ramification of Volterra-type rough paths ⋮
Geometric aspects of Young integral: decomposition of flows ⋮
Directed mean curvature flow in noisy environment ⋮
Model‐free portfolio theory: A rough path approach ⋮
BACKWARD REPRESENTATION OF THE ROUGH INTEGRAL: AN APPROACH BASED ON FRACTIONAL CALCULUS ⋮
Center manifolds for rough partial differential equations ⋮
Stochastic sewing in Banach spaces ⋮
Random attractors for rough stochastic partial differential equations ⋮
Variational Principles on Geometric Rough Paths and the Lévy Area Correction ⋮
The reconstruction theorem in quasinormed spaces ⋮
Convex hulls of curves: volumes and signatures ⋮
Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering ⋮
A càdlàg rough path foundation for robust finance ⋮
Existence of smooth stable manifolds for a class of parabolic SPDEs with fractional noise ⋮
Besov reconstruction ⋮
Local volatility under rough volatility ⋮
Quasi-geometric rough paths and rough change of variable formula ⋮
High Order Splitting Methods for SDEs Satisfying a Commutativity Condition ⋮
Global existence and non-uniqueness of 3D Euler equations perturbed by transport noise ⋮
The BPHZ theorem for regularity structures via the spectral gap inequality ⋮
The Global Maximum Principle for Optimal Control of Partially Observed Stochastic Systems Driven by Fractional Brownian Motion ⋮
Wong-Zakai type approximations of rough random dynamical systems by smooth noise ⋮
Rough nonlocal diffusions ⋮
Hairer's reconstruction theorem without regularity structures ⋮
Besov rough path analysis (with an appendix by Pavel Zorin-Kranich) ⋮
Generating diffusions with fractional Brownian motion ⋮
A note on log-log blow up solutions for stochastic nonlinear Schrödinger equations ⋮
On the signature of a path in an operator algebra ⋮
Global solutions for semilinear rough partial differential equations ⋮
Langevin dynamic for the 2D Yang-Mills measure ⋮
Unified signature cumulants and generalized Magnus expansions ⋮
Subordination principle and Feynman-Kac formulae for generalized time-fractional evolution equations ⋮
A generalized change of variable formula for the Young integral ⋮
Mild stochastic sewing lemma, SPDE in random environment, and fractional averaging ⋮
Anomalous thermodynamics in homogenized generalized Langevin systems
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