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Workshop

Levy rough paths and stochastic flows

  • Ilya Chevyrev (TU Berlin)
G3 10 (Lecture hall)

Abstract

In this talk, we aim to introduce the notion of a Levy rough path and discuss their fundamental properties linked with p-variation and a Levy-Khintchine formula. We will also focus on an application of determining weak limit points of stochastic flows driven by random walks.

Katja Heid

Max Planck Institute for Mathematics in the Sciences Contact via Mail

Peter Friz

Technische Universität Berlin

Benjamin Gess

Max-Planck-Institut für Mathematik in den Naturwissenschaften