Rough-path market models satisfying no-controlled-free-lunch reduce admissible drivers to Itô lifts of Brownian motion (up to time change) once signature-type strategies are allowed.
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2 Pith papers cite this work. Polarity classification is still indexing.
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Develops an arborification map on decorated trees to compute cancellations in random-data dispersive PDEs, enabling results on wave turbulence and 3D cubic wave equation Gibbs measure invariance.
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Unbiased Rough Integrators and No Free Lunch in Rough-Path-Based Market Models
Rough-path market models satisfying no-controlled-free-lunch reduce admissible drivers to Itô lifts of Brownian motion (up to time change) once signature-type strategies are allowed.
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Cancellations for dispersive PDEs with random initial data
Develops an arborification map on decorated trees to compute cancellations in random-data dispersive PDEs, enabling results on wave turbulence and 3D cubic wave equation Gibbs measure invariance.