3 papers
math.PR2026
Remainders of generalised Taylor expansions and a priori bounds for rough differential equations
Lorenzo Agabiti, Alberto Bonicelli, Lorenzo Zambotti
In this article we establish global a priori estimates on the solution of a generic rough differential equation driven by an -Hölder path covering the full range of regularity…
math.PR2026
Exotic B-series representation of the Feller semigroup for Itô diffusions and the MSR path integral
Alberto Bonicelli
In this paper we consider the expansion of the Feller semigroup of a one-dimensional Itô diffusion as a power series in time. Taking our moves from previous results on expansions…
math-ph2025
An algebraic correspondence between stochastic differential equations and the Martin-Siggia-Rose formalism
Alberto Bonicelli, Claudio Dappiaggi, Nicolò Drago
In the realm of complex systems, dynamics is often modeled in terms of a non-linear, stochastic, ordinary differential equation (SDE) with either an additive or a multiplicative Ga…