{"product_id":"a-course-on-rough-paths-with-an-introduction-to-regularity-structures-von-peter-k-friz-martin-hairer-1","title":"A Course on Rough Paths","description":"\n                                \n                \u003cp\u003eWith many updates and additional exercises, the second edition of this book continues to provide readers with a gentle introduction to rough path analysis and regularity structures, theories that have yielded many new insights into the analysis of stochastic differential equations, and, most recently, stochastic partial differential equations.\u003c\/p\u003e\n                                \n                \u003cp\u003eRough path analysis provides the means for constructing a pathwise solution theory for stochastic differential equations which, in many respects, behaves like the theory of deterministic differential equations and permits a clean break between analytical and probabilistic arguments. Together with the theory of regularity structures, it forms a robust toolbox, allowing the recovery of many classical results without having to rely on specific probabilistic properties such as adaptedness or the martingale property.\u003c\/p\u003e\n                                \n                \u003cp\u003eEssentially self-contained, this textbook puts the emphasis on ideas and short arguments, rather than aiming for the strongest possible statements. A typical reader will have been exposed to upper undergraduate analysis and probability courses, with little more than Itô-integration against Brownian motion required for most of the text.\u003c\/p\u003e\n                                \n                \u003cp\u003e\n                                        \n                    \u003cbr\u003e\n                                    \n                \u003c\/p\u003e\n                                \n                \u003cp\u003eFrom the reviews of the first edition:\u003c\/p\u003e\n                                \n                \u003cp\u003e\n                                        \"Can easily be used as a support for a graduate course ... Presents in an accessible way the unique point of view of two experts who themselves have largely contributed to the theory\" - Fabrice Baudouin in the \n                    \n                    \u003ci\u003eMathematical Reviews\u003c\/i\u003e\n                                    \n                \u003c\/p\u003e\n                                \n                \u003cp\u003e\n                                        \"It is easy to base a graduate course on rough paths on this … A researcher who carefully works her way through all of the exercises will have a very good impression of the current state of the art\" - Nicolas Perkowski in \n                    \n                    \u003ci\u003eZentralblatt MATH\u003c\/i\u003e\n                                        \n                    \u003ci\u003e\n                                                \n                        \u003cbr\u003e\n                                            \n                    \u003c\/i\u003e\n                                    \n                \u003c\/p\u003e\n                            \n            \u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783030415556\"\u003e\u003ch3\u003eWith an Introduction to Regularity Structures\u003c\/h3\u003e\u003c\/div\u003e","brand":"Libri","offers":[{"title":"Softcover - 9783030415556","offer_id":39423882330205,"sku":"9783030415556","price":58.84,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/369ab14d-b26b-4e8c-bc6b-279aa1aba010.jpg?v=1772169559","url":"https:\/\/shop.autorenwelt.de\/en\/products\/a-course-on-rough-paths-with-an-introduction-to-regularity-structures-von-peter-k-friz-martin-hairer-1","provider":"Autorenwelt Shop","version":"1.0","type":"link"}