{"@context":["https://w3id.org/fdo/context/v1",{"schema":"https://schema.org/","prov":"http://www.w3.org/ns/prov#","fdo":"https://w3id.org/fdo/vocabulary/"}],"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q2685136","@type":"DigitalObject","kernel":{"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q2685136","digitalObjectType":"https://schema.org/ScholarlyArticle","primaryIdentifier":"mardi:Q2685136","kernelVersion":"v1","immutable":true,"modified":"2025-05-27T17:35:00Z"},"profile":{"@context":"https://schema.org","@type":"ScholarlyArticle","@id":"https://portal.mardi4nfdi.de/entity/Q2685136","name":"Ramification of Volterra-type rough paths","headline":"Ramification of Volterra-type rough paths","description":"scientific article; zbMATH DE number 7655246","url":"https://portal.mardi4nfdi.de/entity/Q2685136","datePublished":"2023-02-19","author":[{"@id":"https://portal.mardi4nfdi.de/entity/Q2155527"},{"@id":"https://portal.mardi4nfdi.de/entity/Q2685135"}],"publisher":[{"@id":"https://portal.mardi4nfdi.de/entity/Q187915"}],"identifier":{"@type":"PropertyValue","propertyID":"doi","value":"10.1214/22-EJP890","url":"https://doi.org/10.1214/22-EJP890"},"sameAs":["https://doi.org/10.1214/22-EJP890"],"comment":"The authors study Stochastic Volterra equations of the form \\[ u(t) = u_0 + \\sum_{i=0}^d \\int_0^t k(t,r) f_i(u_r) d q^i_r, \\quad u_0\\in\\mathbb{R}^e \\] where \\(f_i\\) are sufficiently regular vector fields on \\(\\mathbb{R}^e\\), \\(q\\) is an \\(\\alpha\\)-Hölder continuous signal and \\(k\\) is a suitable kernel, allowed to be singular in the diagonal \\(t=r\\).  They develop a pathwise existence and solution theory, which includes signals of arbitrarily low regularity \\(\\alpha>0\\), taking inspiration from Rough Paths and the previous contributions by \\textit{F. A. Harang} and \\textit{S. Tindel} [Stochastic Processes Appl. 142, 34--78 (2021; Zbl 1481.60204)] and \\textit{F. A. Harang} et al. [Stoch. Dyn. 23, No. 1, Article ID 2350002, 50 p. (2023; Zbl 07674256)] which only covered \\(\\alpha>1/4\\).  The main idea is that, instead of the iterated integrals of a path, one now keeps track of iterated integral convolutions with the Volterra kernel. This leads to a general framework of \\textit{Branched Rough Paths of Volterra type}, or simply \\textit{Volterra Paths}, on which an operation corresponding to an integral convolution, called \\textit{convolution product} and denoted by \\(\\star\\), is well defined and satisfies some relevant algebraic properties. Once this is done, one can introduce a notion of controlled path à la Gubinelli and solve the Volterra equation by a fixed point argument.","citation":[{"@id":"https://portal.mardi4nfdi.de/entity/Q4973264"},{"@id":"https://portal.mardi4nfdi.de/entity/Q2659449"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5855942"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1741570"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5021940"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5674336"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1282099"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3643577"},{"@id":"https://portal.mardi4nfdi.de/entity/Q555028"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1709601"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1634189"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5743116"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5918884"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4554473"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1888794"},{"@id":"https://portal.mardi4nfdi.de/entity/Q846967"},{"@id":"https://portal.mardi4nfdi.de/entity/Q2941121"},{"@id":"https://portal.mardi4nfdi.de/entity/Q363350"},{"@id":"https://portal.mardi4nfdi.de/entity/Q472548"},{"@id":"https://portal.mardi4nfdi.de/entity/Q2261597"},{"@id":"https://portal.mardi4nfdi.de/entity/Q2239253"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1271361"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3139101"},{"@id":"https://portal.mardi4nfdi.de/entity/Q2232183"},{"@id":"https://portal.mardi4nfdi.de/entity/Q846964"}]},"provenance":{"prov:generatedAtTime":"2025-05-27T17:35:00Z","prov:wasAttributedTo":"MaRDI Knowledge Graph"}}