Differential Equations Driven by Rough Paths

Ecole d'Eté de Probabilités de Saint-Flour XXXIV-2004
2007
ISBN: 978-3-540-71284-8
Verlag: Springer Berlin Heidelberg

Buch, Englisch, 116 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 219 g

Reihe: École d'Été de Probabilités de Saint-Flour

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.

Zielgruppe

Research

Autoren/Hrsg.

Lyons, Terry J.

Lévy, Thierry

Caruana, Michael J.

Fachgebiete

• Mathematik | Informatik Mathematik Mathematische Analysis Differentialrechnungen und -gleichungen
• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung

Inhaltsverzeichnis

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