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SPD

Seminar

An introduction to rough paths

Lejay, A (INRIA)
Tuesday 06 April 2010, 09:00-10:00

Seminar Room 2, Newton Institute Gatehouse

Abstract

This talk aims at being a gentle introduction to the theory of rough paths, whose goal is to define integrals along irregular paths, as well as solutions of controlled differential equation controlled by rough paths. In particular, we endow the importance on the continuity with respect to the "smooth case" and show that the equivalent of the "iterated integrals" of the paths we integrate contain all the information needed to construct integrals and solve differential equations driven by irregular paths.

Presentation

[pdf ]

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