5 papers · 1 filter
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 processes…
Controlled rough paths: a general Hopf-algebraic setting
Zhicheng Zhu, Xing Gao, Nannan Li +1
We set up controlled rough paths for a class of combinatorial Hopf algebras, encompassing shuffle, Butcher-Connes-Kreimer and Munthe-Kaas--Wright Hopf algebras. The class of contro…
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 planarly branched rough paths
Nannan Li, Xing Gao
The Itô formula, originated by K. Itô, is focus on the stochastic calculus, where many stochastic processes can be placed under the framework of rough paths. In rough path theory,…
Rough differential equations and planarly branched universal limit theorem
Xing Gao, Nannan Li, Dominique Manchon
The universal limit theorem is a central result in rough path theory, which has been proved for: (i) rough paths with roughness ; (ii) geometric rou…