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Differential Equations Driven by Rough Paths

Differential Equations Driven by Rough Paths

von Michael J. Caruana, Terry J. Lyons und Thierry Lévy
Softcover - 9783540712848
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Beschreibung

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.

Ecole d’Eté de Probabilités de Saint-Flour XXXIV-2004

Details

Verlag Springer Berlin
Ersterscheinung 07. Mai 2007
Maße 23.5 cm x 15.5 cm
Gewicht 219 Gramm
Format Softcover
ISBN-13 9783540712848
Seiten 116

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