Talk
Rough differential equations with unbounded drift
- Sebastian Riedel (TU Berlin)
Abstract
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).