Search
Talk

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).

Katja Heid

MPI for Mathematics in the Sciences Contact via Mail

Upcoming Events of This Seminar

  • Mar 11, 2024 tba with Carlos Román Parra
  • Mar 15, 2024 tba with Esther Bou Dagher