270 research outputs found
Unbounded rough drivers
We propose a theory of linear differential equations driven by unbounded
operator-valued rough signals. As an application we consider rough linear
transport equations and more general linear hyperbolic symmetric systems of
equations driven by time-dependent vector fields which are only distributions
in the time direction.Comment: 38 pages. some improvements and precision
Rough flows and homogenization in stochastic turbulence
We provide in this work a tool-kit for the study of homogenisation of random
ordinary differential equations, under the form of a friendly-user black box
based on the tehcnology of rough flows. We illustrate the use of this setting
on the example of stochastic turbulence.Comment: v2, 27 pages; presentation fairly improved; extended scope for the
materia
The inverse problem for rough controlled differential equations
We provide a necessary and sufficient condition for a rough control driving a
differential equation to be reconstructable, to some order, from observing the
resulting controlled evolution. Physical examples and applications in
stochastic filtering and statistics demonstrate the practical relevance of our
result.Comment: added section on rough path theor
Space-time paraproducts for paracontrolled calculus, 3d-PAM and multiplicative Burgers equations
We sharpen in this work the tools of paracontrolled calculus in order to
provide a complete analysis of the parabolic Anderson model equation and
Burgers system with multiplicative noise, in a -dimensional Riemannian
setting, in either bounded or unbounded domains. With that aim in mind, we
introduce a pair of intertwined space-time paraproducts on parabolic H\"older
spaces, with good continuity, that happens to be pivotal and provides one of
the building blocks of higher order paracontrolled calculus.Comment: v3, 56 pages. Different points about renormalisation matters have
been clarified. Typos correcte
Uniqueness of the measures on closed Riemannian -manifolds
We constructed in a previous work the measures on compact
boundaryless -dimensional Riemannian manifolds as some invariant probability
measures of some Markovian dynamics. We prove in the present work that these
dynamics have unique invariant probability measures. This is done by using an
explicit coupling by change of measure that does not require any a priori
information on the support of the law of the solution to the dynamics. The
coupling can be used to see that the semigroup generated by the dynamics
satisfies a Harnack-type inequality, which entails that the semigroup has the
strong Feller property.Comment: 21 page
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