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SUMMARY:Non-explosion of rough differential equations with applications to
  stochastic flows
DTSTART:20260520T150000
DTEND:20260520T160000
DTSTAMP:20260916T083214Z
UID:a69e6e06af79eef957a37998272580e4a751f65ded7ec62d4df5b7c1
CATEGORIES:Conferences - Seminars
DESCRIPTION:Kexing Ying\n\nWe study rough differential equations (RDEs) wi
 th unbounded coefficients and provide sharp conditions for non-explosion.
  This allows us to show the existence of a global continuous solution flow
  for stochastic differential equations (SDEs). Already in the additive no
 ise case\, this question is subtle and in fact\, noise induced path-wise 
 explosion can be observed for a class of rotating SDEs implying the lack 
 of a continuous solution flow. This result is then extended to the branche
 d rough path setting allowing us to cover the case of SDEs driven by frac
 tional Brownian motion with Hurst parameter $H > \\frac{1}{4}$.
LOCATION:CM 1 517 https://plan.epfl.ch/?room=%3DCM%201%20517&dim_floor=1&l
 ang=en&dim_lang=en&tree_groups=centres_nevralgiques_grp%2Cmobilite_acces_g
 rp%2Crestauration_et_commerces_grp%2Censeignement%2Cservices_campus_gr
STATUS:CONFIRMED
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