Differential equations driven by rough paths
Author(s)
Bibliographic Information
Differential equations driven by rough paths
(Lecture notes in mathematics, 1908 . École d'été de probabilités de Saint-Flour / editor,
Springer, c2007
- Other Title
-
Differential equations driven by rough paths, St. Flour 2004
Available at / 65 libraries
-
Library, Research Institute for Mathematical Sciences, Kyoto University数研
L/N||LNM||1908200001576978
-
No Libraries matched.
- Remove all filters.
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"