55 citations · 313 across the 40 of their papers we have counts for
34 papers · 1 filter
From skew to reflected SPDEs
Cyril Labbé, Thomas Le Guerch, Lorenzo Zambotti
In this article, we prove that the solution of the skew stochastic heat equation converges to the solution of the stochastic heat equation with reflection in the limit of infinite…
Remainders of generalised Taylor expansions and a priori bounds for rough differential equations
Lorenzo Agabiti, Alberto Bonicelli, Lorenzo Zambotti
In this article we establish global a priori estimates on the solution of a generic rough differential equation driven by an -Hölder path covering the full range of regularity $…
Convergence of dynamical stationary fluctuations
Cyril Labbé, Benoît Laslier, Fabio Toninelli +1
We present a general black box theorem that ensures convergence of a sequence of stationary Markov processes, provided a few assumptions are satisfied. This theorem relies on a con…
Shifted Substitution in Non-Commutative Multivariate Power Series with a View Toward Free Probability
Kurusch Ebrahimi-Fard, Frédéric Patras, Nikolas Tapia +1
We study a particular group law on formal power series in non-commuting variables induced by their interpretation as linear forms on a suitable graded connected word Hopf algebra.…
The Sewing lemma for
Lucas Broux, Lorenzo Zambotti
We establish a Sewing lemma in the regime , constructing a Sewing map which is neither unique nor canonical, but which is nonetheless continuous with resp…
A brief and personal history of stochastic partial differential equations
Lorenzo Zambotti
We trace the evolution of the theory of stochastic partial differential equations from the foundation to its development, until the recent solution of long-standing problems on wel…