Some illustrative applications of rough path theory: Gaussian analysis, interacting particle systems and analysis on manifolds

Thomas Cass
Imperial College

We survey some recent progress in rough path theory, and show it they may be exploited to provide a fresh perspective on some classical problem in (stochastic) analysis. We will give detailed consideration to tail estimates, models for evolving systems of interacting particles and analysis on manifolds. Based on (various) joint works with Terry Lyons and Christian Litterer.

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