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. The proofs are similar to those in the existing literature, but have been refined with the benefit of hindsight. The theory of rough paths aims to create the appropriate mathematical framework for expressing the relationships between evolving systems, by extending classical calculus to the natural models for noisy evolving systems, which are often far from differentiable.
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. The proofs are similar to those in the existing literature, but have been refined with the benefit of hindsight. The theory of rough paths aims to create the appropriate mathematical framework for expressing the relationships between evolving systems, by extending classical calculus to the natural models for noisy evolving systems, which are often far from differentiable.
Differential Equations Driven by Rough Paths: Ecole d'Eté de Probabilités de Saint-Flour XXXIV-2004
116
Differential Equations Driven by Rough Paths: Ecole d'Eté de Probabilités de Saint-Flour XXXIV-2004
116Paperback(2007)
Product Details
| ISBN-13: | 9783540712848 |
|---|---|
| Publisher: | Springer Berlin Heidelberg |
| Publication date: | 06/12/2007 |
| Series: | Lecture Notes in Mathematics , #1908 |
| Edition description: | 2007 |
| Pages: | 116 |
| Product dimensions: | 6.10(w) x 9.25(h) x 0.01(d) |