System Control and Rough Paths (Oxford Mathematical Monographs)

Lyons, Terry, Qian, Zhongmin

ISBN 10: 0198506481 / ISBN 13: 9780198506485

Published by Clarendon Press, 2003

About this Item

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Seller Inventory # ERICA79601985064816

Bibliographic Details

• Title: System Control and Rough Paths (Oxford Mathematical Monographs)
• Publisher: Clarendon Press
• Publication Date: 2003
• Language: English
• ISBN 10: 0198506481
• ISBN 13: 9780198506485
• Binding: Hardcover
• Condition: Like New
• Book Type: book

About this title

Synopsis

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.

About the Author

Terry Lyons is Wallis Professor of Mathematics, University of Oxford and St Anne's College. Zhongmin Qian is at Chargé de recherche, CNRS (France) and University Paul-Sabatier.