4 papers
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…
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…
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…
A stochastic reconstruction theorem
Hannes Kern
In a recent landmark paper, Khoa Lê (2020) established a stochastic sewing lemma which since has found many applications in stochastic analysis. He further conjectured that a simil…