System Control and Rough Paths
The authors motivate their work from an application perspective in control theory and signal processing: when complicated data enters a nonlinear vector dynamical system as an input, what in this data characterizes the output? In other words, the goal is to filter away irrelevant information of the input which does not affect the output. Inputs will be irregular (a way of expressing the above-mentioned complexity), thus the word ``rough paths in the title. They can be even random like Brownian motions. Thus the book provides a unified view for integration of ODEs driven by irregular inputs. The development is technical, but the main idea is the following. Higher-order increments are constructed via iterated integrals from the rough paths. For smooth paths, higher-order increments are determined by the first-order increment. In general, complexity can be characterized by a natural number, the one for which all higher-order increments depend only on increments up to this natural number (if it exists). For multidimensional inputs, their complexity will lead to an even more complex output because the order of the events in the inputs will have an impact on the outputs through the Lie brackets of the corresponding input vector fields. So it is necessary to define the iterated integrals with a tensor product (and not a wedge product, which would make the chronology of events irrelevant). The authors consider paths in Banach spaces. Chapter two is devoted to establishing a continuity result for ODEs with Lipschitz controls. Chapter three develops an integration theory for rough paths, the above-mentioned iterated integrals. A corresponding topology is introduced to characterize suitably the nearness of rough paths. Chapter four incorporates inputs as stochastic processes in the above framing theory of rough paths. An association between ``canonical geometric rough paths and a variety of such processes is given. Chapter five develops a path integration along rough paths. The next chapter is a culmination in this work: a continuity result (in the introduced \(p\)-variation topology) for ODEs with rough paths as inputs is obtained. Chapter seven generalizes the result of Maillavin concerning the tangent space to the Wiener space, where Wiener functionals are differentiable, to the more general case considered in this book. One finds historical comments at the end of the chapters and an extensive bibliography, as well as an index. This book is very interesting and provides a theoretical platform for further developments.
- scientific article; zbMATH DE number 2212142
- scientific article; zbMATH DE number 1971703
- Control of motion of multilink systems over a rough plane
- Path controllability of linear input-output systems
- Controllability and feedback systems
- scientific article; zbMATH DE number 1356710
- Robust control in a rough environment
- Control System Dynamics
- Controlling rough paths
- Stochastic control with rough paths
- Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion
- Stochastic calculus for fractional Brownian motion with Hurst exponent \(H>\frac 1 4 \): A rough path method by analytic extension
- Partial differential equations driven by rough paths
- Nonautonomous Young differential equations revisited
- The strong Feller property for singular stochastic PDEs
- Support theorem for a singular SPDE: the case of gPAM
- Mutual intersection for rough differential systems driven by fractional Brownian motions
- Sensitivity of rough differential equations: an approach through the omega lemma
- On stochastic calculus with respect to \(q\)-Brownian motion
- Differential equations driven by rough paths with jumps
- Lack of BV bounds for impulsive control systems
- On \(\mathcal L^1\) limit solutions in impulsive control
- A Stratonovich-Skorohod integral formula for Gaussian rough paths
- Quasilinear SPDEs via rough paths
- Well-posedness of nonlinear diffusion equations with nonlinear, conservative noise
- Asymptotical stability of differential equations driven by Hölder continuous paths
- Weak Poincaré inequalities on domains defined by Brownian rough paths
- Lévy area of Wiener processes in Banach spaces
- Controlling rough paths
- Rough Burgers-like equations with multiplicative noise
- Smoothness of densities for area-like processes of fractional Brownian motion
- Laplace approximation for rough differential equation driven by fractional Brownian motion
- On inference for fractional differential equations
- On invariant Gibbs measures conditioned on mass and momentum
- A stochastic Taylor-like expansion in the rough path theory
- A PDE construction of the Euclidean ^4_3 quantum field theory
- Central limit theorems for non-symmetric random walks on nilpotent covering graphs. II
- Skorohod and rough integration for stochastic differential equations driven by Volterra processes
- Integration with respect to Hölder rough paths of order greater than 1/4: an approach via fractional calculus
- Constructing general rough differential equations through flow approximations
- Slow-fast systems with fractional environment and dynamics
- A new definition of rough paths on manifolds
- Quasi-sure non-self-intersection for rough differential equations driven by fractional Brownian motion
- Wong-Zakai approximation for stochastic differential equations driven by \(G\)-Brownian motion
- On ill-posedness of nonlinear stochastic wave equations driven by rough noise
- Lipschitz-stability of controlled rough paths and rough differential equations
- Stochastic flows and rough differential equations on foliated spaces
- Modulus of continuity of controlled Loewner-Kufarev equations and random matrices
- Rough integration via fractional calculus
- Univalence and holomorphic extension of the solution to \(\omega\)-controlled Loewner-Kufarev equations
- On a maximal inequality and its application to SDEs with singular drift
- The non-linear sewing lemma III: stability and generic properties
- Central limit theorems for non-symmetric random walks on nilpotent covering graphs. I
- Non-explosion criteria for rough differential equations driven by unbounded vector fields
- Quasilinear rough partial differential equations with transport noise
- An Itô formula for rough partial differential equations and some applications
- A note on the applications of Wick products and Feynman diagrams in the study of singular partial differential equations
- A quadratic identity in the shuffle algebra and an alternative proof for de Bruijn's formula
- Malliavin differentiability of solutions of rough differential equations
- Discretizing the fractional Lévy area
- Rough evolution equations
- A fractional calculus approach to rough integration
- One-dimensional reflected rough differential equations
- Hörmander's theorem for semilinear SPDEs
- Integration with respect to the Hermitian fractional Brownian motion
- Path developments and tail asymptotics of signature for pure rough paths
- A quasi-sure non-degeneracy property for the Brownian rough path
- The non-linear sewing lemma I: weak formulation
- On the adjoint of the Eulerian idempotent in an analytic context
- Invariance for rough differential equations
- Stochastic calculus with respect to \(G\)-Brownian motion viewed through rough paths
- Laplace's method for the laws of heat processes on loop spaces
- Coupling all the Lévy stochastic areas of multidimensional Brownian motion
- Good rough path sequences and applications to anticipating stochastic calculus
- A renormalized rough path over fractional Brownian motion
- The 1-d stochastic wave equation driven by a fractional Brownian sheet
- Stochastic control with rough paths
- Random dynamical systems, rough paths and rough flows
- Finite dimensional characteristic functions of Brownian rough path
- Rough path properties for local time of symmetric \(\alpha\) stable process
- Local times of stochastic differential equations driven by fractional Brownian motions
- Integration with respect to the non-commutative fractional Brownian motion
- Rough path integral of local time
- On the rough-paths approach to non-commutative stochastic calculus
- Upper bounds for the density of solutions to stochastic differential equations driven by fractional Brownian motions
- Convergence rates for the full Gaussian rough paths
- Retarded evolution systems driven by fractional Brownian motion with Hurst parameter \(H>1/2\)
- Rough path stability of (semi-)linear SPDEs
- Stochastic calculus with respect to fractional Brownian motion
- Semi-classical limit of the bottom of spectrum of a Schrödinger operator on a path space over a compact Riemannian manifold
- An extension theorem to rough paths
- Euler estimates for rough differential equations
- Correcting Newton-Côtes integrals by Lévy areas
- On Gauss-Green theorem and boundaries of a class of Hölder domains
- On bifractional Brownian motion
- On (p,q)-rough paths
- Two-parameter \(p,q\)-variation paths and integrations of local times
- A note on the notion of geometric rough paths
- Delay equations with non-negativity constraints driven by a Hölder continuous function of order \(\beta\in\left(\frac{1}{3},\frac{1}{2}\right)\)
- Varadhan estimates for rough differential equations driven by fractional Brownian motions
- Integrals along rough paths via fractional calculus
- A tree approach to \(p\)-variation and to integration
- The evolution of a random vortex filament
- Large deviations and support theorem for diffusion processes via rough paths.
- Local pathwise solutions to stochastic evolution equations driven by fractional Brownian motions with Hurst parameters \(H\in (1/3,1/2]\)
- The signature of a rough path: uniqueness
- Impulsive control systems with trajectories of bounded \(p\)-variation
- Optimal rate of convergence for stochastic Burgers-type equations
- Wiener integrals, Malliavin calculus and covariance measure structure
- Weak approximation of a fractional SDE
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