Section: Contracts and Grants with Industry

ANR ECRU: Exploration des Chemins RUgueux

Participant : Antoine Lejay.

The goal of this ANR project that started in October is to explore new directions in the field of rough paths theory. Part of these explorations are the development of new numerical methods for rough paths, and to provide alternative views on the theory, as well as the use of the rough paths machinery for solving new classes of problems (Stochastic Partial Differential Equations...).

Together with L. Coutin (Université Toulouse 3), A. Lejay worked on the perturbation of linear rough differential equations. A. Lejay also gives a simple account of the theory in the “regular case” [52] and is studying the extension of rough differential equations in the case of non-bounded coefficients.