Geometric rough paths on infinite dimensional spaces

Geometric versus non-geometric rough paths

In this article we consider rough differential equations (RDEs) driven by non-geometric rough paths, using the concept of branched rough paths introduced in [Gub10]. We first show that branched rough paths can equivalently be defined as γ-Hölder continuous paths in some Lie group, akin to geometric rough paths. We then show that every branched rough path can be encoded in a geometric rough path...

On Infinite Dimensional Linear Spaces.

Let X be an abstract linear space and let X* be the space of all linear functionals defined on X. Associated with each norm defined on X is its "norm set," the subspace L of X* consisting of those linear functionals which are continuous with respect to it. Our starting point is the observation that two norms in X define the same topology if and only if their norm sets are identical. This observ...

Infinite dimensional Teichmüller spaces

infinite dimensional garch models

مدلهای گارچ در فضاهای هیلبرت پایان نامه حاضر شامل دو بخش می باشد. در قسمت اول مدلهای اتورگرسیو تعمیم یافته مشروط به ناهمگنی واریانس در فضاهای هیلبرت را معرفی، مفاهیم ریاضی مورد نیاز در تحلیل این مدلها در دامنه زمان را مطرح کرده و آنها را مورد بررسی قرار می دهیم. بر اساس پیشرفتهایی که اخیرا در زمینه تئوری داده های تابعی و آماره های عملگری ایجاد شده است، فرآیندهایی که دارای مقادیر در فضاهای ...

Hyperbolic measures on infinite dimensional spaces

Localization and dilation procedures are discussed for infinite dimensional α-concave measures on abstract locally convex spaces (following Borell’s hierarchy of hyperbolic measures). MSC 2010 subject classifications: 60B11, 28C20, 60F10.