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Rough paths and random dynamical systems

  • Sebastian Riedel (TU Berlin)
A3 01 (Sophus-Lie room)

Abstract

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).

Katja Heid

MPI for Mathematics in the Sciences Contact via Mail

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