### An introduction to rough paths

Lejay, A *(INRIA)*

Tuesday 06 April 2010, 09:00-10:00

Seminar Room 2, Newton Institute Gatehouse

#### Abstract

This talk aims at being a gentle introduction to the theory
of rough paths, whose goal is to define integrals along
irregular paths, as well as solutions
of controlled differential equation controlled by rough paths.
In particular, we endow the importance
on the continuity with respect to the "smooth case" and show
that the equivalent of the "iterated integrals" of the paths we integrate
contain all the information needed to construct integrals and solve
differential equations driven by irregular paths.

#### Presentation