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Differential Equations Driven by Rough Paths

Ecole d’Eté de Probabilités de Saint-Flour XXXIV-2004

Paperback Engels 2007 2007e druk 9783540712848
Verwachte levertijd ongeveer 9 werkdagen

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.

Specificaties

ISBN13:9783540712848
Taal:Engels
Bindwijze:paperback
Aantal pagina's:109
Uitgever:Springer Berlin Heidelberg
Druk:2007

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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.

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        Differential Equations Driven by Rough Paths