Differential Equations Driven by Rough Paths: École d'Été de Probabilités de Saint-Flour XXXIV - 2004 (Lecture notes in mathematics 1908)
Terry J. Lyons, Michael J. Caruana, Thierry LévyEach 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
Catégories:
Volume:
1908
Année:
2007
Edition:
1
Editeur::
Springer
Langue:
english
Pages:
109
ISBN 10:
3540712844
ISBN 13:
9783540712848
Collection:
Lecture notes in mathematics
Fichier:
PDF, 1.30 MB
IPFS:
,
english, 2007