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Rough paths and controlled paths

An introduction to the theory of rough paths, controlled paths and to recent developments in the analysis of singular SPDEs. Course delivered in Bonn in Winter Semester 2015/2016.

V5F3 – Advanced Topics in Stochastic Analysis – WiSe 2015/16

Wed 8-10 Endenicher Allee 60 - SemR 0.003  

Thu 8-10 Endenicher Allee 60 - SemR 0.006

Notes:

The first lecture takes place on Tuesday 20 October, 8-10, SemR 0.003.  

Change of room: since 26/11 Thursday lecture will take place in R0.006 (instead of R0.007)

Rough paths were introduced by Lyons in the '90s as the right topology in which the map from a stochastic process to the solution of a stochastic differential equation driven by this process become continuous. This continuity, which is not present in Ito's theory of integration, allows to obtain quite directly a lot of results on the stability and fine properties of SDEs driven by Brownian motion (flows, large deviation, support theorems). But more importantly allows to consider more general driving signals, not necessarily semi-martingales, for example fractional Brownian motion. Later the notion of controlled paths has been introduced in order to simplify and extend the theory to a larger class of applications. Then, in the last few years, ideas stemming from these analysis were extended from stochastic differential equations to the analysis of stochastic partial differential equations leading to various approaches, including Hairer's the theory of regularity structures.

Indicative list of the topics covered in the course

Prerequisites

Basic knowledge of stochastic analysis: Brownian motion, Ito integral, basic stochastic differential equations.

Literature

Lecture Sheets