Seminar
Rough path theory

Hold Date 
20160616 16:30～20160616 17:30 


Place 
IMI Auditorium (W1D413), West Zone 1, Ito campus, Kyushu University 


Object person 



Speaker 
Yuzuru Inahama (Kyushu University) 

Date: Thursday, June 16, 2016
16:00  16:30 (teatime in the Foyer)
16:30〜17:30 (lectures in IMI Auditorium (W1D413))
Speaker:Yuzuru Inahama (Kyushu University)
Title:Rough path theory
Abstract:
In this talk I will explain what rough path theory is all about. This is basically a survey talk for nonexperts.
Simply put, rough path theory is something like "derandomization of It\^o's stochastic differential equations.” Loosely speaking, we first extend the line integral for generalized paths, i.e., rough paths, by using K. T. Chen's theory on iterated integrals of paths as a guide, then we use it to make It\^o's SDEs deterministic.
With this theory by T. Lyons, which is in a sense an antitehsis to It\^o's theory, we can look at SDEs from a very different angle .It was born approximately 15 years ago, but only a few people studied it at first. In my view it was around 2010 when rough path theory became very active.
(Moreover, two years ago this theory bore two children, which solves very singular stochastic PDEs like KPZ equation or 3dim dynamic Phi^4 model with ideas from rough path theory. One of the two got a Fields medal, which makes the future of rough pathlook more bright.)