Seminar series
Date
Mon, 16 May 2005
15:45
15:45
Location
DH 3rd floor SR
Speaker
Dr Michael Caruana
Organisation
Mathematical Institute, Oxford
We show that the solutions of stochastic differential equations converge in
the rough path metric as the coefficients of these equations converge in a
suitable lipschitz norm. We then use this fact to obtain results about
differential equations driven by the Brownian rough path.