Controlling rough paths
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Abstract: We formulate indefinite integration with respect to an irregular function as an algebraic problem and provide a criterion for the existence and uniqueness of a solution. This allows us to define a good notion of integral with respect to irregular paths with Hoelder exponent greater than 1/3 (e.g. samples of Brownian motion) and study the problem of the existence, uniqueness and continuity of solution of differential equations driven by such paths. We recover Young's theory of integration and the main results of Lyons' theory of rough paths in Hoelder topology.
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Cited in
(only showing first 100 items - show all)- System Control and Rough Paths
- Non-autonomous rough semilinear PDEs and the multiplicative sewing lemma
- scientific article; zbMATH DE number 7655921 (Why is no real title available?)
- \(C^{\infty}\)-regularization of ODEs perturbed by noise
- Geometric versus non-geometric rough paths
- Model spaces of regularity structures for space-fractional SPDEs
- Rough nonlocal diffusions
- scientific article; zbMATH DE number 2050982 (Why is no real title available?)
- On the rough-paths approach to non-commutative stochastic calculus
- The infinitesimal generator of the stochastic Burgers equation
- A partial rough path space for rough volatility
- Nonlinear Young integrals and differential systems in Hölder media
- Properties of set-valued Young integrals and Young differential inclusions generated by sets of Hölder functions
- Strong Feller property of the magnetohydrodynamics system forced by space-time white noise
- Solving the KPZ equation
- Well-posedness and large deviations for 2D stochastic constrained Navier-Stokes equations driven by Lévy noise in the Marcus canonical form
- On the existence of SLE trace: finite energy drivers and non-constant \(\kappa \)
- Ballistic random walks in random environment as rough paths: convergence and area anomaly
- Rough path recursions and diffusion approximations
- Heat semigroup and singular PDEs. With an appendix by F. Bernicot and D. Frey
- Constrained rough paths
- The reconstruction theorem in Besov spaces
- A new definition of rough paths on manifolds
- Rough homogenisation with fractional dynamics
- Reflected rough differential equations
- A note on the continuity in the Hurst index of the solution of rough differential equations driven by a fractional Brownian motion
- Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces. II
- Pathwise Itô calculus for rough paths and rough PDEs with path dependent coefficients
- From constructive field theory to fractional stochastic calculus. II: Constructive proof of convergence for the Lévy area of fractional Brownian motion with Hurst index \(\alpha \in \left(\frac{1}{8},\frac{1}{4}\right)\)
- A pathwise regularization by noise phenomenon for the evolutionary \(p\)-Laplace equation
- Three-dimensional Navier-Stokes equations driven by space-time white noise
- Gibbs measures on Brownian currents
- Non-linear rough heat equations
- Multidimensional SDEs with singular drift and universal construction of the polymer measure with white noise potential
- Existence, uniqueness and stability of semi-linear rough partial differential equations
- Quasilinear SPDEs via rough paths
- A theory of regularity structures
- Local mild solutions for rough stochastic partial differential equations
- Yet another introduction to rough paths
- Hölder-continuous rough paths by Fourier normal ordering
- Finiteness of moments of solutions to mixed-type stochastic differential equations driven by standard and fractional Brownian motions
- A note on the applications of Wick products and Feynman diagrams in the study of singular partial differential equations
- On the regularity of stochastic currents, fractional Brownian motion and applications to a turbulence model
- Gaussian-type lower bounds for the density of solutions of SDEs driven by fractional Brownian motions
- Rough path metrics on a Besov-Nikolskii-type scale
- Lattice approximation to the dynamical \(\Phi_{3}^{4}\) model
- Weak solutions for singular multiplicative SDEs via regularization by noise
- On Sobolev rough paths
- Propagation of chaos for mean field rough differential equations
- Stochastic evolution equations with rough boundary noise
- Stochastic Volterra equations driven by fractional Brownian motion with Hurst parameter \(H>1/2\)
- Hörmander's theorem for semilinear SPDEs
- Space-time discrete KPZ equation
- Delay equations with non-negativity constraints driven by a Hölder continuous function of order \(\beta\in\left(\frac{1}{3},\frac{1}{2}\right)\)
- Nonautonomous Young differential equations revisited
- Introduction
- Itô's calculus under sublinear expectations via regularity of PDEs and rough paths
- Rough semimartingales and \(p\)-variation estimates for martingale transforms
- A rough path over multidimensional fractional Brownian motion with arbitrary Hurst index by Fourier normal ordering
- Rough differential equations with power type nonlinearities
- Density bounds for solutions to differential equations driven by Gaussian rough paths
- Global Solutions to Rough Differential Equations with Unbounded Vector Fields
- Renormalising SPDEs in regularity structures
- Regularity results for nonlinear Young equations and applications
- Wong-Zakai approximation for stochastic differential equations driven by \(G\)-Brownian motion
- Analog of the Kolmogorov equations for one-dimensional stochastic differential equations controlled by fractional Brownian motion with Hurst exponent \(H\in (0,1)\)
- Recent progress on multi-bubble blow-ups and multi-solitons to (stochastic) focusing nonlinear Schrödinger equations
- On the local linearization of the one-dimensional stochastic wave equation with a multiplicative space-time white noise forcing
- Smoothness of the density for solutions to Gaussian rough differential equations
- A tree approach to \(p\)-variation and to integration
- BACKWARD REPRESENTATION OF THE ROUGH INTEGRAL: AN APPROACH BASED ON FRACTIONAL CALCULUS
- Variability of paths and differential equations with \(\mathrm{BV}\)-coefficients
- Ramification of rough paths
- Young integrals and SPDEs
- Weak martingale solutions for the stochastic nonlinear Schrödinger equation driven by pure jump noise
- A course on rough paths. With an introduction to regularity structures
- A diagram-free approach to the stochastic estimates in regularity structures
- Random attractors for rough stochastic partial differential equations
- Decay rate of iterated integrals of branched rough paths
- Nonlinear Young integrals via fractional calculus
- Paracontrolled distribution approach to stochastic Volterra equations
- New directions in rough path theory. Abstracts from the workshop held December 6--12, 2020 (online meeting)
- Approximating three-dimensional magnetohydrodynamics system forced by space-time white noise
- Flows Driven by Banach Space-Valued Rough Paths
- The relation between mixed and rough SDEs and its application to numerical methods
- A Stratonovich-Skorohod integral formula for Gaussian rough paths
- Invariance for rough differential equations
- Stochastic calculus with respect to \(G\)-Brownian motion viewed through rough paths
- Ergodic theory for SDEs with extrinsic memory
- Integration with respect to the non-commutative fractional Brownian motion
- Large deviation principle for a stochastic Allen-Cahn equation
- Rough path conditions for smooth paths
- A dynamical theory for singular stochastic delay differential equations. I: Linear equations and a multiplicative ergodic theorem on fields of Banach spaces
- The rough path associated to the multidimensional analytic fBm with any Hurst parameter
- Averaging along irregular curves and regularisation of ODEs
- Fractal dimensions of rough differential equations driven by fractional Brownian motions
- Generalized Burgers equation with rough transport noise
- Unbounded rough drivers
- On probability laws of solutions to differential systems driven by a fractional Brownian motion
- Stability for a class of semilinear fractional stochastic integral equations
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