List questions from rough-path-theory

Published on 07 Mar 2024 - 9:06

36

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Why is $(s,t) \mapsto \lvert t-s \rvert$ a control?

Published on 12 Mar 2024 - 12:40

13

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Signature of a path under linear transformation

Published on 28 Mar 2024 - 14:50

7.3k

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Could someone explain rough path theory? More specifically, what is the higher ordered "area process" and what information is it giving us?

Published on 29 Mar 2015 - 22:38

40

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N particles are at the corner of a N sided polygon and move towards each other with velocity v. Determine nature of path followed by them?

Published on 14 Nov 2020 - 5:33

34

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$\overline{C^{\infty}}^{||\cdot||_{\alpha}} \neq C^{\alpha}$; lower bound of $ \frac{|(s-\delta/2)^{\alpha} - s^{\alpha}|}{(\delta/2)^{\alpha}}$

Published on 13 Jul 2021 - 15:11

498

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Is the total variation function Lipschitz?

Published on 27 Sep 2021 - 23:38

50

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Lipschitz function without Lipschitz-like increments

Published on 23 Feb 2026 - 4:43

61

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Increments of Lipschitz function do not satisfy an operator bound

Published on 23 Feb 2026 - 4:44

353

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Brownian motion as a rough path

Published on 12 Oct 2021 - 11:46

103

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SDE-almost sure

Published on 12 Oct 2021 - 14:16

71

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Geometric intuition behind pseudo-distances

Published on 14 Nov 2021 - 15:36

37

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Proof $\int\psi(x)P(x)dx=((Id-\mathcal{L})P)(0)$

Published on 29 Dec 2021 - 11:56

56

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Convergence of iterated integrals in rough-path integration

Published on 02 Jan 2022 - 22:08

205

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How to compute Gubinelli Derivatives

Published on 01 Feb 2022 - 17:47

List Question

Prerequisite of rough path theory

Why is $(s,t) \mapsto \lvert t-s \rvert$ a control?

Signature of a path under linear transformation

Could someone explain rough path theory? More specifically, what is the higher ordered "area process" and what information is it giving us?

N particles are at the corner of a N sided polygon and move towards each other with velocity v. Determine nature of path followed by them?

$\overline{C^{\infty}}^{||\cdot||_{\alpha}} \neq C^{\alpha}$; lower bound of $ \frac{|(s-\delta/2)^{\alpha} - s^{\alpha}|}{(\delta/2)^{\alpha}}$

Is the total variation function Lipschitz?

Lipschitz function without Lipschitz-like increments

Increments of Lipschitz function do not satisfy an operator bound

Brownian motion as a rough path

SDE-almost sure

Geometric intuition behind pseudo-distances

Proof $\int\psi(x)P(x)dx=((Id-\mathcal{L})P)(0)$

Convergence of iterated integrals in rough-path integration

How to compute Gubinelli Derivatives

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