A gradient flow on control space with rough initial condition
We consider the (sub-Riemannian type) control problem of finding a path going from an
initial point $ x $ to a target point $ y $, by only moving in certain admissible directions. We …
initial point $ x $ to a target point $ y $, by only moving in certain admissible directions. We …
Rough Stochastic Analysis with Jumps
AL Allan, J Pieper - arXiv preprint arXiv:2408.06978, 2024 - arxiv.org
We present a new version of the stochastic sewing lemma, capable of handling multiple
discontinuous control functions. This is then used to develop a theory of rough stochastic …
discontinuous control functions. This is then used to develop a theory of rough stochastic …
Parameter dependent rough SDEs with applications to rough PDEs
In this paper we generalize Krylov's theory on parameter-dependent stochastic differential
equations to the framework of rough stochastic differential equations (rough SDEs), as …
equations to the framework of rough stochastic differential equations (rough SDEs), as …