Conference Agenda
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Daily Overview |
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PSF: Probability, Statistics and Financial Mathematics Location: D301 Session Chair: Michael Kupper Session Chair: Mathias Trabs | |
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Rough differential equations driven by Besov-Orlicz paths 1: Charles University, Faculty of Mathematics and Physics, Czech Republic; 2: The Czech Academy of Sciences, Institute of Information Theory and Automation, Czech Republic The talk is devoted to path regularity of stochastic process and solutions to differential equations driven by them. It is well-known that a (fractional) Brownian motion has paths in a certain exponential Besov-Orlicz function space. We will present a generalization of this result to non-Gaussian stochastic processes and show that pathwise solutions to nonlinear differential equations driven by such processes retain the regularity of the driver both in the Young and rough regimes. | |
