Differential equations driven by rough paths

Author(s)

• Lyons, T. J. (Terry J.)
• Caruana, Michael J.
• Lévy, Thierry
• École d'été de probabilités de Saint-Flour

Bibliographic Information

Differential equations driven by rough paths

Terry J. Lyons, Michael Caruana, Thierry Lévy

（Lecture notes in mathematics, 1908 . École d'été de probabilités de Saint-Flour / editor, Jean Picard ; 34-2004）

Springer, c2007

Other Title

Differential equations driven by rough paths, St. Flour 2004

Note

Includes bibliographical references (p. [95]-99) and index

Description and Table of Contents

Description

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.

Table of Contents

Differential Equations Driven by Moderately Irregular Signals.- The Signature of a Path.- Rough Paths.- Integration Along Rough Paths.- Differential Equations Driven by Rough Paths.

by "Nielsen BookData"

• NCID: BA8183460X
• ISBN:
  • 9783540712848
• LCCN: 2007922938
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin
• Pages/Volumes: xviii, 109 p.
• Size: 24 cm
• Parent Bibliography ID:
  • BA00146586
• Link:
  • dx.doi.org/10.1007/978-3-540-71285-5