3 papers
math.PR2024
A Stochastic Reconstruction Theorem on Rectangular Increments with an Application to a Mixed Hyperbolic SPDE
Carlo Bellingeri, Hannes Kern
We extend the stochastic reconstruction theorem to a setting where the underlying family of distributions satisfies some natural conditions involving rectangular increments. This a…
math.PR2023
Flow techniques for non-geometric RDEs on manifolds
Hannes Kern, Terry Lyons
In 2015, Bailleul presented a mechanism to solve rough differential equations by constructing flows, using the log-ODE method. We extend this notion in two ways: On the one hand, w…
math.PR2023
A multiparameter Stochastic Sewing lemma and the regularity of local times associated to Gaussian sheets
Florian Bechtold, Fabian A. Harang, Hannes Kern
We establish a multiparameter extension of the stochastic sewing lemma. This allows us to derive novel regularity estimates on the local time of locally non-deterministic Gaussian…