Michael J. Caruana,
Terry J. Lyons,
Thierry Lévy
Differential Equations Driven by Rough Paths
Ecole d’Eté de Probabilités de Saint-Flour XXXIV-2004
Paperback Engels 2007 9783540712848Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
Each year young mathematicians congregate in Saint Flour, France, and listen to extended lecture courses on new topics in Probability Theory.
The goal of these notes, representing a course given by Terry Lyons in 2004, is to provide a straightforward and self supporting but minimalist account of the key results forming the foundation of the theory of rough paths. The proofs are similar to those in the existing literature, but have been refined with the benefit of hindsight. The theory of rough paths aims to create the appropriate mathematical framework for expressing the relationships between evolving systems, by extending classical calculus to the natural models for noisy evolving systems, which are often far from differentiable.
Specificaties
ISBN13:9783540712848
Taal:Engels
Bindwijze:Paperback
Aantal pagina's:116
Uitgever:Springer Berlin Heidelberg
Lezersrecensies
Wees de eerste die een lezersrecensie schrijft!
Inhoudsopgave
Differential Equations Driven by Moderately Irregular Signals.- The Signature of a Path.- Rough Paths.- Integration Along Rough Paths.- Differential Equations Driven by Rough Paths.
Rubrieken
- advisering
- algemeen management
- coaching en trainen
- communicatie en media
- economie
- financieel management
- inkoop en logistiek
- internet en social media
- it-management / ict
- juridisch
- leiderschap
- marketing
- mens en maatschappij
- non-profit
- ondernemen
- organisatiekunde
- personal finance
- personeelsmanagement
- persoonlijke effectiviteit
- projectmanagement
- psychologie
- reclame en verkoop
- strategisch management
- verandermanagement
- werk en loopbaan