Rough paths and random dynamical systems
- Sebastian Riedel (TU Berlin)
We aim to study the long time behaviour of the solution to a rough differential equation (in the sense of Lyons) driven by a random rough path. To do so, we use the theory of random dynamical systems. In a first step, we show that rough differential equations naturally induce random dynamical systems, provided the driving rough path has stationary increments. If the equation satisfies a strong form of stability, we can show that the solution admits an invariant measure.
This is joint work with I. Bailleul (Rennes) and M. Scheutzow (Berlin).