Workshop "Rough Paths in Toulouse"

Name: Workshop "Rough Paths in Toulouse"
Start: 2017-10-19T08:00:00+02:00
End: 2017-10-20T18:00:00+02:00
Location: INSA Toulouse

Oct 19 – 20, 2017

INSA Toulouse

Europe/Paris timezone

Applications of tail estimates in rough path theory

Oct 20, 2017, 11:45 AM

45m

Salle 13 Bâtiment Mathématiques Appliquées (INSA Toulouse)

INSA Toulouse Département Mathématiques Appliquées 135 avenue de Rangueil 31077 Toulouse Cédex 4

Thomas Cass

We survey the results on tail estimates for different classes of stochastic rough paths. We present some recent applications of these results.

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