Pathwise regularization of the stochastic heat equation with multiplicative noise through irregular perturbation
Existence and uniqueness of solutions to the stochastic heat equation with multiplicative
spatial noise is studied. In the spirit of pathwise regularization by noise, we show that a …
spatial noise is studied. In the spirit of pathwise regularization by noise, we show that a …
A multiparameter Stochastic Sewing lemma and the regularity of local times associated to Gaussian sheets
We establish a multiparameter extension of the stochastic sewing lemma. This allows us to
derive novel regularity estimates on the local time of locally non-deterministic Gaussian …
derive novel regularity estimates on the local time of locally non-deterministic Gaussian …
Pathwise methods in regularisation by noise
L Galeati - 2022 - bonndoc.ulb.uni-bonn.de
This thesis concerns the study of regularisation by noise phenomena for ODEs and PDEs. In
particular, it focuses on the use of so called pathwise techniques: our aim is to identify …
particular, it focuses on the use of so called pathwise techniques: our aim is to identify …
Paracontrolled distribution approach to stochastic Volterra equations
Based on the notion of paracontrolled distributions, we provide existence and uniqueness
results for rough Volterra equations of convolution type with potentially singular kernels and …
results for rough Volterra equations of convolution type with potentially singular kernels and …
Skorohod and Stratonovich integrals for controlled processes
Given a continuous Gaussian process x which gives rise to a p-geometric rough path for
p∈(2, 3), and a general continuous process y controlled by x, under proper conditions we …
p∈(2, 3), and a general continuous process y controlled by x, under proper conditions we …
Volterra equations driven by rough signals 2: Higher-order expansions
We extend the recently developed rough path theory for Volterra equations from [F. Harang
and S. Tindel, Volterra equations driven by rough signals, Stoch. Process. Appl. 142 (2021) …
and S. Tindel, Volterra equations driven by rough signals, Stoch. Process. Appl. 142 (2021) …
Infinite dimensional pathwise Volterra processes driven by Gaussian noise–Probabilistic properties and applications–
We investigate the probabilistic and analytic properties of Volterra processes constructed as
pathwise integrals of deterministic kernels with respect to the Hölder continuous trajectories …
pathwise integrals of deterministic kernels with respect to the Hölder continuous trajectories …
On the signature of an image
Over the past decade, the importance of the 1D signature which can be seen as a functional
defined along a path, has been pivotal in both path-wise stochastic calculus and the …
defined along a path, has been pivotal in both path-wise stochastic calculus and the …
Ramification of Volterra-type rough paths
Y Bruned, F Katsetsiadis - Electronic Journal of Probability, 2023 - projecteuclid.org
We extend the new approach introduced in [24] and [25] for dealing with stochastic Volterra
equations using the ideas of Rough Path theory and prove global existence and uniqueness …
equations using the ideas of Rough Path theory and prove global existence and uniqueness …
Rough paths and SPDE
After a brief survey on rough paths theory, from the seminal paper of T. Lyons to its recent
developments, this proceeding provides details on C. Bellingeri, Y. Bruned and A …
developments, this proceeding provides details on C. Bellingeri, Y. Bruned and A …