Rough flows

Ismael Bailleul
Université de Rennes I

A simple method for constructing flows of maps on a Banach space from approximate flows was recently introduced in "Flows driven by rough paths". Not only does it provide an elementary way of recovering and extending most of the results on rough differential equations driven by finite and infinite dimensional rough signals, but it also happens to be tailor made to deal with path-dependent (potentially anticipative) rough evolutions, and for extending Le Jan-Watanabe-Kunita's framework for stochastic flows to a non-semimartingale setting. The talk will provide an account of the method and its use.

Presentation (PDF File)

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