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Rough differential equations with unbounded drift

  • Sebastian Riedel (TU Berlin)
G3 10 (Lecture hall)

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).