Date
Mon, 28 Feb 2011
15:45
Location
Eagle House
Speaker
Greg Gyurko

"Rough paths of inhomogeneous degree of smoothness (Pi-rough paths) can be treated as p-rough paths (of homogeneous degree of
smoothness) for a sufficiently large p. The theory of integration with respect to p-rough paths can be applied to prove existence and uniqueness of solutions of differential equations driven by Pi-rough paths. However the required conditions on the one-form determining the differential equation are too strong and can be weakened. The talk proves the existence and uniqueness under weaker conditions and explores some applications of Pi-rough paths

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