General semimartingales and rough paths

19.07.2017 11:00 - 12:00

Peter Friz (TU Berlin, DE)


We revisit some classical results of Kurtz, Protter, and Pardoux concerning stability of stochastic differential equations and put them in perspective with latest results on (cadlag) rough paths.
Joint work with A. Shekhar, I. Chevyrev and H. Zhang.
The talk is intended to be a rough paths teaser for non-specialists.


TU Wien, Freihaus, Gelber Bereich, 4.OG, Seminarraum DB, Wiedner Hauptstr. 8, 1040 Wien