5 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 level…
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,…