Flows driven by rough paths

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• Ismael Bailleul (IRMAR)
• Tuesday 12 February 2013, 16:30-17:30
• MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

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.

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