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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…