System Control and Rough Paths
This book describes a completely novel mathematical development which has already influenced probability theory and has potential for application to engineering and to areas of pure mathematics. Intended for probabilists, mathematicians and engineers with a mathematical background from graduate level onwards, this book develops the evolution of complex non-linear systems subject to rough or rapidly fluctuating stimuli. Attention is focussed on an analysis of the relationship between the stimulus and the short to medium term evolution of a receiver. The core result of the book is a continuity theorum that proves that the response of the system depends continuously on these nilpotent elements.
1100633500
System Control and Rough Paths
This book describes a completely novel mathematical development which has already influenced probability theory and has potential for application to engineering and to areas of pure mathematics. Intended for probabilists, mathematicians and engineers with a mathematical background from graduate level onwards, this book develops the evolution of complex non-linear systems subject to rough or rapidly fluctuating stimuli. Attention is focussed on an analysis of the relationship between the stimulus and the short to medium term evolution of a receiver. The core result of the book is a continuity theorum that proves that the response of the system depends continuously on these nilpotent elements.
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System Control and Rough Paths

System Control and Rough Paths

System Control and Rough Paths

System Control and Rough Paths

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Overview

This book describes a completely novel mathematical development which has already influenced probability theory and has potential for application to engineering and to areas of pure mathematics. Intended for probabilists, mathematicians and engineers with a mathematical background from graduate level onwards, this book develops the evolution of complex non-linear systems subject to rough or rapidly fluctuating stimuli. Attention is focussed on an analysis of the relationship between the stimulus and the short to medium term evolution of a receiver. The core result of the book is a continuity theorum that proves that the response of the system depends continuously on these nilpotent elements.

Product Details

ISBN-13: 9780198506485
Publisher: Oxford University Press
Publication date: 02/06/2003
Series: Oxford Mathematical Monographs
Pages: 228
Product dimensions: 9.44(w) x 6.46(h) x 0.71(d)

About the Author

University of Oxford and St. Anne's College

CNRS and University Paul-Sabatier

Table of Contents

1. Introduction2. Lipschitz paths3. Rough paths4. Brownian rough paths5. Path integration along rough paths6. Universal limit theorem7. Vector fields and flow equationsBibliographyIndex
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