Differential Equations Driven by Rough Paths : Ecole d’Eté de Probabilités de Saint-Flour XXXIV-2004

Differential Equations Driven by Rough Paths Ecole d’Eté de Probabilités de Saint-Flour XXXIV-2004

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...

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Bibliographic Details
Main Authors: Lyons, Terry J. author (author), Caruana, Michael J. author, Lévy, Thierry. author
Corporate Author: École d'été de probabilités de Saint-Flour (-)
Format: eBook
Language:Inglés
Published: Berlin, Heidelberg : Springer Berlin Heidelberg 2007.
Edition:1st ed. 2007.
Series:École d'Été de Probabilités de Saint-Flour, 1908
Subjects:
Mathematical analysis.
Analysis (Mathematics).
Probabilities.
Differential equations.
Analysis.
Probability Theory and Stochastic Processes.
Ordinary Differential Equations.
See on Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009786573506719
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.

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