[图书][B] A course on rough paths

PK Friz, M Hairer - 2020 - Springer
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 …

[HTML][HTML] A rough path perspective on renormalization

Y Bruned, I Chevyrev, PK Friz, R Preiss - Journal of Functional Analysis, 2019 - Elsevier
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 …

The geometry of the space of branched rough paths

N Tapia, L Zambotti - Proceedings of the London Mathematical …, 2020 - Wiley Online Library
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 …

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 …

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 …

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 …

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 …

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 …

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 …

[引用][C] A Note on Homogenization of Dynamics and Functionals of Generalized Langevin Systems

SH Lim - arXiv preprint arXiv:1911.07836, 2019