University of Connecticut

Events Calendar

Analysis Learning Seminar
Introduction to Rough Path Theory
Guang Yang (UConn)

Friday, October 11, 2019
3:30pm – 4:30pm

Storrs Campus
Monteith 214

The theory of rough path can be briefly described as a non-linear extension of the classical theory of controlled differential equations which is robust enough to allow a deterministic treatment of stochastic differential equations, or even differential equations driven by much rougher signals than semi-martingales. In this talk, I will present the most fundamental ideas of the theory and discuss some examples.

Contact:

Matthew Badger (matthew.badger@uconn.edu)

Analysis Learning Seminar (primary), UConn Master Calendar

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