Differential Equations Driven By Rough Paths
Language: English
Published by Springer, 2007
- Softcover
- New
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- Title
- Differential Equations Driven By Rough Paths
- Author
- Lyons, Terry J.; Caruana, Michael J.; Lévy, Thierry
- Publisher
- Springer
- Publication year
- 2007
- Condition
- New
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 3540712844
- ISBN 13
- 9783540712848
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. 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.
"Synopsis" may belong to another edition of this title.
From the Back Cover
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. 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.
"About the title" may belong to another edition of this title.
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