Seminar series
Date
Mon, 12 Nov 2007
Time
13:15 -
14:15
Location
Oxford-Man Institute
Speaker
Dr. Steffen Dereich
Organisation
Technische Universitat Berlin
In the past the theory of rough paths has proven to be an elegant tool for deriving support theorems and large deviation principles. In this talk I will explain how this approach can be used in the analysis of stochastic flows generated by Kunita SDE's. As driving processes I will consider general Banach space valued Wiener processes