2025.03.26 Colloquia Seminars
| Speaker |
Prof. Xue-Mei Li, lmperial College London, Swiss Federal institute of Technology Lausanne |
| Title |
Non-explosion and Strong completeness |
| Time |
2025.03.28 16:30-17:30 |
| Venue |
N204 |
| Abstract |
We establish a non-explosion result for rough differential equations (RDEs) in which both the noise and drift coefficients together with their derivatives are allowed to grow at infinity. Additionally, we prove the existence of a bi-continuous solution flow for stochastic differential equations (SDEs). In the case of RDEs with additive noise, we show that our result is optimal by providing a counterexample. |
| Affiliation |
Xue-Mei Li is a professor of mathematics at lmperial College London and at Swiss Federal institute of Technology Lausanne. Her research spans a wide range of topics, including stochastic differential equations, stochastic partial differential equations, stochastic processes on manifolds, and contemporary challenges in fluctuation problems, coarse curvatures, multi-scale equations, and non-Markovian dynamics with long-range correlations. | |
