Oct 19 – 20, 2017
INSA Toulouse
Europe/Paris timezone

Sensitivity of Rough Differential Equations

Oct 20, 2017, 4:00 PM
Salle 13 Bâtiment Mathématiques Appliquées (INSA Toulouse)

Salle 13 Bâtiment Mathématiques Appliquées

INSA Toulouse

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


Antoine Lejay


We present some result on the sensitivity of rough differential equations with respect to all the parameters. For this, we use the implicit function theorem together with an adaptation of the so-called omega lemma, which consists in studying the regularity of a function between two Banach spaces U and V which is transformed as a function mapping paths with values in U as a path with values in V. In particular, we show how the regularity of the vector field is transferred, up to some loss, to the one of the solution of the RDE. This talk is based on a joint work with Laure Coutin.

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