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[BUKU][B] A course on rough paths
Peter K. Friz Martin Hairer With an Introduction to Regularity Structures Second Edition
Page 1 Universitext Peter K. Friz Martin Hairer A Course on Rough Paths With an …
Page 1 Universitext Peter K. Friz Martin Hairer A Course on Rough Paths With an …
[HTML][HTML] A rough path perspective on renormalization
We develop the algebraic theory of rough path translation. Particular attention is given to the
case of branched rough paths, whose underlying algebraic structure (Connes-Kreimer …
case of branched rough paths, whose underlying algebraic structure (Connes-Kreimer …
The geometry of the space of branched rough paths
We construct an explicit transitive free action of a Banach space of Hölder functions on the
space of branched rough paths, which yields in particular a bijection between these two …
space of branched rough paths, which yields in particular a bijection between these two …
Geometric embedding for regularity structures
Y Bruned, F Katsetsiadis - arxiv preprint arxiv:2301.05896, 2023 - arxiv.org
In this paper, we show how one can view certain models in regularity structures as some
form of geometric rough paths. This is performed by identifying the deformed Butcher …
form of geometric rough paths. This is performed by identifying the deformed Butcher …
Renormalisation from non-geometric to geometric rough paths
Y Bruned - Annales de l'Institut Henri Poincare (B) Probabilites et …, 2022 - projecteuclid.org
Abstract The Hairer–Kelly map has been introduced for establishing a correspondence
between geometric and non-geometric rough paths. Recently, a new renormalisation on …
between geometric and non-geometric rough paths. Recently, a new renormalisation on …
Rough differential equations for volatility
O Bonesini, E Ferrucci, I Gasteratos… - arxiv preprint arxiv …, 2024 - arxiv.org
We introduce a canonical way of performing the joint lift of a Brownian motion $ W $ and a
low-regularity adapted stochastic rough path $\mathbf {X} $, extending [Diehl, Oberhauser …
low-regularity adapted stochastic rough path $\mathbf {X} $, extending [Diehl, Oberhauser …
Anomalous thermodynamics in homogenized generalized Langevin systems
SH Lim - Journal of Physics A: Mathematical and Theoretical, 2021 - iopscience.iop.org
We study functionals, such as heat and work, along trajectories of a class of multi-
dimensional generalized Langevin systems in various limiting situations that correspond to …
dimensional generalized Langevin systems in various limiting situations that correspond to …
Algebraic combinatorial structures for singular stochastic dynamics
F Katsetsiadis - 2023 - era.ed.ac.uk
The rapidly emerging theories of Rough Paths and Regularity Structures have swiftly come
to prominence as the golden standard for the modern theoretical underpinning of various …
to prominence as the golden standard for the modern theoretical underpinning of various …
BPHZ Renormalization in Gaussian Rough Paths
H Ito - arxiv preprint arxiv:2103.07044, 2021 - arxiv.org
We construct a procedure for Bogoliubov-Parasiuk-Hepp-Zimmermann (BPHZ)
renormalization of a rough path in view of the relation between rough path theory and …
renormalization of a rough path in view of the relation between rough path theory and …
Chemins rugueux issus de processus discrets
O Lopusanschi - 2018 - theses.hal.science
Le présent travail se veut une contribution à l'extension du domaine des applications de la
théorie des chemins rugueux à travers l'étude de la convergence des processus discrets …
théorie des chemins rugueux à travers l'étude de la convergence des processus discrets …