5 papers
Approximate Transitivity of Young Translation on Rough Paths
Carlo Bellingeri, Paul Gassiat, Hugo Nouaille
We show that Young translation has dense orbits in the space of rough paths: for any two geometric rough paths, one can translate the first by a sequence of smooth paths so that it…
Zero noise limit for singular ODE regularized by fractional noise
Åukasz MÄ dry, Paul Gassiat
We consider scalar ODE with a power singularity at the origin, regularized by an additive fractional noise. We show that, as the intensity in front of the noise goes to , the so…
A gradient flow on control space with rough initial condition
Paul Gassiat, Florin Suciu
We consider the (sub-Riemannian type) control problem of finding a path going from an initial point to a target point , by only moving in certain admissible directions. We a…
Martingale property and moment explosions in signature volatility models
Eduardo Abi Jaber, Paul Gassiat, Dimitri Sotnikov
We study the martingale property and moment explosions of a signature volatility model, where the volatility process of the log-price is given by a linear form of the signature of…
Gaussian Rough Paths Lifts via Complementary Young Regularity
Paul Gassiat, Tom Klose
Inspired by recent advances in singular SPDE theory, we use the Poincaré inequality on Wiener space to show that controlled complementary Young regularity is sufficient to obtain…