|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 listsRussian Society Biological Chemistry Research Interest Group Rainbow Interaction Seminars
Other talksFundamental Fallacies of Finance Shackleton - title tbc LARMOR LECTURE - Dicing with fate: the statistical physics of stem cell biology Sugars and Proteins TB Summit 2016 The 2016 Obesity Summit