Rough differential equation in Banach space driven by weak geometric p-rough path.

Stochastic Analysis Seminar Series

 

Abstract: By using an explicit ordinary differential equation to approximate the exponential solution flow, we extend the universal limit theorem to rough differential equation in Banach space driven by weak geometric rough path, and give the quantitative dependence of solution in term of the initial value, vector …field and driving rough path.

 

Location:
Speaker(s):

DANYU YANG

Date:
Monday, February 3, 2014 - 14:15
to 15:15