Date
Mon, 05 Feb 2018
Time
14:15 - 15:15
Location
L3
Speaker
DAVID PROEMEL
Organisation
University of Oxford

Based on the notion of paracontrolled distributions, existence and uniqueness results are presented for rough convolution equations. In particular, this wide class of equations includes rough differential equations with possible delay, stochastic Volterra equations, and moving average equations driven by Lévy processes. The talk is based on a joint work with Mathias Trabs.

 

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