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Pathwise techniques for solving rough differential equations
发布时间:2020-12-22 09:38:16 访问次数: 字号:
邀请人:高洪俊教授
报告地点:线上报告
点击下列Zoom线上会议链接:
会议链接: //zoom.com.cn/j/81367898656
会议 ID813 6789 8656
会议密码: 123456
内容摘要
In this talk, we will describe two different pathwise approaches for solving rough differential equations. The first one based on compensation of fractional derivatives, whereas the second one rests upon a mixture of rough path theory and fractional calculus. Both methods are therefore useful to establish that stochastic differential equations with general smooth difussions and driven by fractional Brownian motion with H(1/3,1/2] generate random dynamical systems.