9 papers · 1 filter
Rough differential equations and reduced rough paths: a Lie bracket characterization
Nannan Li, Xing Gao
This paper studies rough differential equations from the viewpoint of reduced rough paths in the Hölder regime \(\frac13<α\le\frac12\). A reduced rough path retains the first lev…
Exact Signature Tail Asymptotics for Pure Rough Paths
Nannan Li, Xing Gao
We prove~\cite[Conjecture 2.12]{BGS20} on the signature tail asymptotics of pure rough paths and extend it to arbitrary reasonable tensor norms. In more details, let \[ \mathbf X_t…
A Low-Regularity Semigroup Sewing Lemma via Quotient Structures
Nannan Li, Xing Gao
We develop a low-regularity Sewing theory for the semigroup coboundary associated with a strongly continuous semigroup . Unlike the ordinary low-regularity Sewing…
Jump Itô-type formula with arbitrary regularity
Nannan Li, Xing Gao
We establish an Itô-type formula for finite -variation paths with jumps for arbitrary . The formula is stated in a fully pathwise form and separates the reduced rough…
Rough Burger-like SPDEs
Nannan Li, Xing Gao
We study a class of nonlinear Burgers-type stochastic partial differential equations driven by additive space-time white noise in one spatial dimension. Building on the rough path…
Itô formula for reduced rough paths
Nannan Li, Xing Gao
The Itô formula, also known as the change-of-variables formula, is a cornerstone of Itô stochastic calculus. Over time, this formula has been extended to apply to random processe…