Rough dynamics on smooth manifolds by Prof. Rama Cont (Oxford)

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Date 11.12.2024
Hour 13:3014:30
Speaker Prof. Rama Cont
Location
Category Conferences - Seminars
Event Language English

We define a notion of irregular path with finite p-th variation on a manifold, for arbitrarily large integer p, and develop an  intrinsic calculus for functionals of such paths.
Our construction   may be viewed as a higher-order analogue of L. Schwartz's "second order differential geometry".
But, unlike the latter, our framework is purely geometric, without any probabilistic ingredient, and only relies on the existence of a connection on the manifold. 
 

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Probability and stochastic analysis Seminar

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