On linear rough differential equations
Event details
| Date | 16.05.2012 |
| Hour | 10:15 › 11:15 |
| Speaker | Antoine Lejay (INRIA Nancy) |
| Location |
AAC006
|
| Category | Conferences - Seminars |
Linear rough differential equations may be seen as a particular case of rough differential equations in the theory of rough paths. However, they may also be studied as having their own particular properties. We then present during this talk several results relying on the linearity : construction of solutions, extension of Chen-Strichartz and Magnus formula, perturbation formula, … and show some possible applications.
This is a joint work with L. Coutin, Université de Toulouse.
This is a joint work with L. Coutin, Université de Toulouse.
Practical information
- General public
- Free
Organizer
- DALANG Robert (EPFL).
DOZZI Marco (Université de Nancy).
FLANDOLI Franco (University of Pisa).
RUSSO Francesco (ENSTA ParisTech).
Contact
- Rana Gherzeddine