Concentration properties for rough differential equations

Samy Tindel

Description

Concentration properties for rough differential equations Samy Tindel University of Nancy Stochastic Analysis Seminar - Warwick 2011 Joint work work with: Fabrice Baudoin and Cheng Ouyang Samy T. (Nancy) Concentration properties for RDEs Warwick 2011 1 / 23

• stochastic analysis


• equation driven


• brownian motion


• differential equations


• malliavin derivatives


• standard differential


• vector fields

Sujets

• Baudoin
• Stochastic calculus
• Brownian motion
• Differential equation
• Vector field

Informations

• Publié par: pefav
• Nombre de lectures: 7
• Langue: English

Extrait

Concentrationproperties forroughdifferentialequations SamyTindel UniversityofNancy StochasticAnalysisSeminar-Warwick2011 Jointworkworkwith:FabriceBaudoinandChengOuyang aSym.TN(nayc)oCcnnerttaoinrpporeitseofrDRsEaWwrcik02111/32

nalP 1 2 3 Introduction SDEsdrivenbyfractionalBrownianmotion Malliavinderivatives Skew-symmetriccase Elementsofproof aSym.TN(acn)yoCcnnerttaoinrpporeitseofrDRsEaWwrcik02112/32