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UID:20260617T054237EDT-3812U1fvZo@132.216.98.100
DTSTAMP:20260617T094237Z
DESCRIPTION:Informal Systems Seminar (ISS) Centre for Intelligent Machines 
 (CIM) and Groupe d'Etudes et de Recherche en Analyse des Decisions (GERAD)
 \n\nSpeaker: Torstein Nilssen\n	\n	*Note that this is a hybrid event*\n	\n	Zoo
 m Link\n	Meeting ID: 845 1388 1004       \n	Passcode: VISS\n	\n	Abstract: In t
 his talk I will start from a differential equation and show that the deter
 ministic integration theory of Young (1936) is not suitable to give a path
 wise description of stochastic differential equations. I will then present
  the insight by Terry Lyons (1998) that the missing ingredient is the iter
 ated integral of the Brownian motion as well as a Taylor expansion type eq
 uation which gives intuition into why this is the correct object. We will 
 then consider the ansatz of controlled paths and how it can be used to set
  up a fixed point mapping for rough differential equations. If time allows
  we will look at applications of the theory to Wong-Zakai approximations a
 nd fractional Brownian motion.\n	\n	Affiliation : Torstein Kastberg is an As
 sociate Professor at Institue of Mathematics at University of Agder\, Norw
 ay.\n
DTSTART:20231124T150000Z
DTEND:20231124T160000Z
LOCATION:Zames Seminar Room\, MC 437\, McConnell Engineering Building\, CA\
 , QC\, Montreal\, H3A 0E9\, 3480 rue University
SUMMARY:An introduction to differential equations driven by rough path
URL:/cim/channels/event/introduction-differential-equa
 tions-driven-rough-path-352838
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