Differential equations driven by rough paths

著者

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

書誌事項

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

タイトル別名

Differential equations driven by rough paths, St. Flour 2004

注記

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

内容説明・目次

内容説明

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.

目次

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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詳細情報

• NII書誌ID(NCID): BA8183460X
• ISBN:
  • 9783540712848
• LCCN: 2007922938
• 出版国コード: gw
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Berlin
• ページ数/冊数: xviii, 109 p.
• 大きさ: 24 cm
• 親書誌ID:
  • BA00146586
• リンク:
  • dx.doi.org/10.1007/978-3-540-71285-5