Local do evento
Summary - Rough differential equations are controlled ordinary differential equations driven by controls that are not sufficiently regular to give a classical meaning to the equation. Typical examples are given by equations driven by sample paths of stochastic processes. While Itô's theory of stochastic differential equations provides a probabilistic solution theory in a semimartingale setting, the solution map associating the solution path of the equation to the driving semimartingale control is not continuous in a pathwise sense in any sensible topology. The theory of rough differential equations aims at giving a (probability free) framework where one can make sense of controlled ordinary differential equations driven by controls of low regularity. This requires that we change our understanding of what a control is. We shall give in this course a concise self-contained introduction to this theory, following the "(approximate flow)-to-flow" approach.
July Tue.7, Wed.8, Thu.9, Fri.10 and Wed.15, Thu.16, Fri.17 Julho .
10 am to 11 30 am (Brazilain Time )
More information in https://www.ime.unicamp.br/ssde/