Integrating slow-varying linear one-forms against rough path.

Stochastic Analysis Seminar Series

 We introduce a new framework for defining integration against rough path. This framework generalizes rough integral, and gives a natural explanation of some of the regularity requirements in rough path theory.

Location:
Speaker(s):

DANYU YANG

Date:
Monday, June 2, 2014 - 15:45
to 16:45