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Universität Augsburg
Institut für Mathematik

 Logo der Mathematisch-Naturwissenschaftlich-Technischen Fakultät der Universität Augsburg

 

Oberseminar Analysis

 

Dr. Kexing Ying
EPFL, Lausanne
 
spricht am
 
Donnerstag, 28. Mai 2026
 
um
 
16:00 Uhr
 
im
 
Raum 2004 (L1)
 
über das Thema:
 

»Non-explosion of rough differential equations with applications to stochastic flows«

Abstract:
We study rough differential equations (RDEs) with unbounded coefficients and provide sharp conditions for non-explosion. This allows us to show the existence of a global continuous solution flow for stochastic differential equations (SDEs). Already in the additive noise case, this question is subtle and in fact, noise induced path-wise explosion can be observed for a class of rotating SDEs implying the lack of a continuous solution flow. This result is then extended to the branched rough path setting allowing us to cover the case of SDEs driven by fractional Brownian motion with Hurst parameter H > 1/4

 

Hierzu ergeht herzliche Einladung.
Prof. Dr. Chengcheng Ling

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