Cover Image

A Rough Functional Breuer-Major Theorem

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Altman, Henri Elad, Klose, Tom, Perkowski, Nicolas
Format:	Preprint
Published:	2026
Subjects:	Probability 60F17, 60L20, 60H07
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

The constant coefficient in precise Laplace asymptotics for gPAM
by: Klose, Tom
Published: (2022)

Coming up from $-\infty$ for KPZ via stochastic control
by: Perkowski, Nicolas, et al.
Published: (2025)

Energy solutions of singular SPDEs on Hilbert spaces with applications to domains with boundary conditions
by: Gräfner, Lukas, et al.
Published: (2024)

Rough Burger-like SPDEs
by: Li, Nannan, et al.
Published: (2025)

Large Deviations of the $Φ^4_3$ Measure via Stochastic Quantisation
by: Klose, Tom, et al.
Published: (2024)

Limit theorems for compensated weighted sums and application to numerical approximations
by: Liu, Yanghui
Published: (2024)

Fractional Diffusion Bridges
by: Inahama, Yuzuru
Published: (2025)

Riemann-Skorohod and Stratonovich integrals for Gaussian processes
by: Liu, Yanghui
Published: (2025)

Regularisation by Gaussian rough path lifts of fractional Brownian motions
by: Dareiotis, Konstantinos, et al.
Published: (2024)

Malliavin Calculus for rough stochastic differential equations
by: Bugini, Fabio, et al.
Published: (2024)

Characterizing models in regularity structures: a quasilinear case
by: Tempelmayr, Markus
Published: (2023)

Universal limit theorem for rough differential equations driven by controlled rough paths
by: Li, Nannan, et al.
Published: (2026)

Scaling Limits of Line Models in Degenerate Environment
by: Deuschel, Jean-Dominique, et al.
Published: (2025)

Central limit theorem for the Allen-Cahn equation with supercritical random initial conditions
by: Piernot, Colin, et al.
Published: (2026)

Rough Functional Itô Formula
by: Bielert, Franziska
Published: (2024)

A diagram-free approach to the stochastic estimates in regularity structures
by: Linares, Pablo, et al.
Published: (2021)

Hörmander properties of discrete time Markov processes
by: Rey, Clément
Published: (2024)

Lecture notes on Malliavin calculus in regularity structures
by: Broux, Lucas, et al.
Published: (2024)

Note on the Weak Convergence of Hyperplane $α$-Quantile Functionals and Their Continuity in the Skorokhod J1 Topology
by: Sparago, Pietro Maria
Published: (2026)

Strong solutions of fractional Brownian sheet driven SDEs with integrable drift
by: Bogso, Antoine-Marie, et al.
Published: (2023)

Malliavin differentiability of solutions of hyperbolic stochastic partial differential equations with irregular drifts
by: Bogso, Antoine-Marie, et al.
Published: (2022)

Rough stochastic differential equations
by: Friz, Peter K., et al.
Published: (2021)

Rough Stochastic Analysis with Jumps
by: Allan, Andrew L., et al.
Published: (2024)

Weak error analysis for a nonlinear SPDE approximation of the Dean-Kawasaki equation
by: Djurdjevac, Ana, et al.
Published: (2022)

Approximate Transitivity of Young Translation on Rough Paths
by: Bellingeri, Carlo, et al.
Published: (2026)

New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion
by: Takahashi, Akihiko, et al.
Published: (2023)

Bilateral Gamma Approximation in Weiner Space
by: Barman, Kalyan, et al.
Published: (2024)

Pathwise Itô isometry for scaled quadratic variation
by: Bhar, Suprio, et al.
Published: (2025)

Pathwise Uniqueness for Multiplicative Young and Rough Differential Equations Driven by Fractional Brownian Motion
by: Matsuda, Toyomu, et al.
Published: (2023)

Multidimensional Backward Stochastic Differential Equations with Rough Drifts
by: Liang, Jiahao, et al.
Published: (2023)

Scaled quadratic variation for controlled rough paths and parameter estimation of fractional diffusions
by: Leahy, James-Michael, et al.
Published: (2024)

Malliavin Calculus and Stochastic Differential Equations
by: Fang, Shizan, et al.
Published: (2025)

Large deviation principle for stochastic differential equations driven by stochastic integrals
by: Takano, Ryoji
Published: (2024)

Large deviations for a spatial average of stochastic heat and wave equations
by: Ebina, Masahisa
Published: (2024)

Scaling Limits of Bivariate Nearly-Unstable Hawkes Processes and Applications to Rough Volatility
by: Karmi, Sohaib El
Published: (2026)

Rough backward SDEs with discontinuous Young drivers
by: Becherer, Dirk, et al.
Published: (2025)

A stochastic approach to time-dependent BEC
by: Borasi, Luigi, et al.
Published: (2025)

Smoothness of solutions of hyperbolic stochastic partial differential equations with $L^{\infty}$-vector fields
by: Bogso, Antoine-Marie, et al.
Published: (2022)

Quantitative Fluctuation Analysis for Continuous-Time Stochastic Gradient Descent via Malliavin Calculus
by: Bourguin, Solesne, et al.
Published: (2026)

Density convergence on Markov diffusion chaos via Stein's method
by: Dang, Thanh, et al.
Published: (2025)