Olivetti Club

Gennady UraltsevCornell University
A flavor of rough paths

Tuesday, August 29, 2017 - 4:30pm
Malott 406

This talk serves as an introduction to Terry Lyon's theory of Rough Paths that has been crucial for studying controlled differential equations, especially in the stochastic setting.

We follow the approach of Gubinelli to Rough Path theory. As a toy example we give an alternative construction of the Young Integral by providing a graphical proof of the Sewing Lemma. After mentioning what a Rough Path structure is, we will show how the former lemma can then be used to define more general rough integrals.

Refreshments will be served in the lounge at 4:00 PM.