Date
Mon, 14 Nov 2016
Time
15:45 - 16:45
Location
L3
Speaker
DAVID PROEMEL
Organisation
ETH Zurich

One of the central results in rough path theory is the local Lipschitz continuity of the solution map of a controlled differential equation called Ito-Lyons map. This continuity statement was obtained by T. Lyons in a q-variation resp. 1/q-Hölder type (rough path) metrics for any regularity 1/q>0. We extend this to a new class of Besov-Nikolskii type metrics with arbitrary regularity 1/q and integrability p, which particularly covers the aforementioned results as special cases. This talk is based on a joint work with Peter K. Friz.

 

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