Rough reflected RDEs

Massimiliano Gubinelli (Universität Bonn)
Wednesday, October 26, 2016 - 6:00pm
TU Berlin, Straße des 17. Juni 136, 10623 Berlin, Raum MA 004

I will talk about differential equations driven by irregular signals and reflected inside a certain domain. Following and simplifying a bit a recent work of Aida we will use tools from rough path there to define a suitable notion of solution and obtain existence of solutions. Moreover, in a joint work with Deya, Hofmanova and Tindel we recently obtained certain uniqueness results for such equations.