377 citations
- Institut Élie Cartan de LorraineFR46 papers
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19 papers · 1 filter
Moderate deviations for the chemical distance in Bernoulli percolation
Olivier Garet, Régine Marchand
In this paper, we establish moderate deviations for the chemical distance in Bernoulli percolation. The chemical distance between two points is the length of the shortest open path…
Déviations modérées de la distance chimique
Olivier Garet, Régine Marchand
In this paper, we establish moderate deviations for the chemical distance in Bernoulli percolation. The chemical distance between two points is the length of the shortest open path…
A Lévy area by Fourier normal ordering for multidimensional fractional Brownian motion with small Hurst index
Jeremie Unterberger
The main tool for stochastic calculus with respect to a multidimensional process with small Hölder regularity index is rough path theory. Once has been lifted to a rough pa…
Global existence for rough differential equations under linear growth conditions
Massimiliano Gubinelli, Antoine Lejay
We prove existence of global solutions for differential equations driven by a geometric rough path under the condition that the vector fields have linear growth. We show by an expl…
From persistent random walks to the telegraph noise
Samuel Herrmann, Pierre Vallois
We study a family of memory-based persistent random walks and we prove weak convergences after space-time rescaling. The limit processes are not only Brownian motions with drift. W…
Rough Volterra equations 1: the algebraic integration setting
Aurélien Deya, Samy Tindel
We define and solve Volterra equations driven by an irregular signal, by means of a variant of the rough path theory called algebraic integration. In the Young case, that is for a…