Pathwise regularization of the stochastic heat equation with multiplicative noise through irregular perturbation

R Catellier, FA Harang - Annales de l'Institut Henri Poincare (B) …, 2023 - projecteuclid.org
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 …

A multiparameter Stochastic Sewing lemma and the regularity of local times associated to Gaussian sheets

F Bechtold, FA Harang, H Kern - arxiv preprint arxiv:2307.11527, 2023 - arxiv.org
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 …

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 …

Paracontrolled distribution approach to stochastic Volterra equations

DJ Prömel, M Trabs - Journal of Differential Equations, 2021 - Elsevier
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 …

Skorohod and Stratonovich integrals for controlled processes

J Song, S Tindel - Stochastic Processes and their Applications, 2022 - Elsevier
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 …

Volterra equations driven by rough signals 2: Higher-order expansions

FA Harang, S Tindel, X Wang - Stochastics and Dynamics, 2023 - World Scientific
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) …

Infinite dimensional pathwise Volterra processes driven by Gaussian noise–Probabilistic properties and applications–

FE Benth, FA Harang - Electronic Journal of Probability, 2021 - projecteuclid.org
We investigate the probabilistic and analytic properties of Volterra processes constructed as
pathwise integrals of deterministic kernels with respect to the Hölder continuous trajectories …

On the signature of an image

J Diehl, K Ebrahimi-Fard, F Harang, S Tindel - arxiv preprint arxiv …, 2024 - arxiv.org
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 …

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 …

Rough paths and SPDE

I Bailleul, C Bellingeri, Y Bruned… - ESAIM: Proceedings …, 2023 - esaim-proc.org
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 …