Seminar series
Date
Mon, 15 Jun 2009
15:45
15:45
Location
Oxford-Man Institute
Speaker
Dr Tom Cass
Organisation
Oxford
We consider the analysis for a class of random differential equations driven by rough noise and with a trajectory that is influenced by its own law. Having described the mathematical setup with great precision, we will illustrate how such equations arise naturally as the limits of a cloud of interacting particles. Finally, we will provide examples to show the ubiquity of such systems across a range of physical and economic phenomena and hint at possible extensions.