|COOKIES: By using this website you agree that we can place Google Analytics Cookies on your device for performance monitoring.|
Flows driven by rough paths
If you have a question about this talk, please contact jrn10.
I will show in this talk how the familiar Taylor formula can be used in a simple way to reprove from scratch the main existence and well-posedness results from rough paths theory; giving straightforward explanations to the explosion question, convergence of Euler schemes and Taylor expansion. Unlike other approaches, we work mainly with flows of maps rather than with paths. If time permits , I will illustrate my approach by giving a well-posedness result for some mean field stochastic rough differential equation.
This talk is part of the Probability series.
This talk is included in these lists:
Note that ex-directory lists are not shown.
Other listsMagdalene College - Investec Lecture in Business The Cambridge University Energy Network (CUEN) Darwin College Sciences Group
Other talksRegulation of NMDA receptor activity in substantia nigra dopamine neurons Modelling the transcriptional response to ER signalling in breast cancer cells Selling for researchers ATLAS, silicon detectors, and long-lived particles The Global Transformation How language shapes our identity