Category Archives: Rough paths theory

Let us consider a differential equation that writes where the ‘s are vector fields on and where the driving signal is a continuous bounded variation path. If the vector fields are Lipschitz continuous then, for any fixed initial condition, there … Continue reading →

During the Spring 2013 semester I will teach a class on rough paths theory and post the lectures on this blog. The rough paths theory was discovered by Terry Lyons in the 1990’s. The theory allows to solve differential equations … Continue reading →