Abstract for the talk on 17.11.2016 (11:15 h)

Arbeitsgemeinschaft ANGEWANDTE ANALYSIS

Sebastian Riedel (TU Berlin)
Rough differential equations with unbounded drift

We consider rough differential equations with a possibly unbounded drift term. It turns out that the usual one-sided growth conditions are not sufficient to guarantee non-explosion of the solution in finite time. We then provide a further condition under which non-explosion can be assured. Some applications in stochastic analysis are discussed.

Joint work with M. Scheutzow (Berlin).