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Differential Equations Driven by Rough Paths

Ecole d Eté de Probabilités de Saint-Flour XXXIV-2004
BuchKartoniert, Paperback
116 Seiten
Englisch
Springererschienen am07.05.2007
Each year young mathematicians congregate in Saint Flour, France, and listen to extended lecture courses on new topics in Probability Theory.mehr
Verfügbare Formate
BuchKartoniert, Paperback
EUR42,79
E-BookPDF1 - PDF WatermarkE-Book
EUR42,79

Produkt

KlappentextEach year young mathematicians congregate in Saint Flour, France, and listen to extended lecture courses on new topics in Probability Theory.
ZusammenfassungEach 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.

Inhalt/Kritik

Inhaltsverzeichnis
Differential Equations Driven by Moderately Irregular Signals.- The Signature of a Path.- Rough Paths.- Integration Along Rough Paths.- Differential Equations Driven by Rough Paths.mehr
Kritik
From the reviews:



"The present book is based on lectures delivered by Lyons at the Saint-Flour Summer School in July 2004. ... It is primarily intended for a reader who has never been exposed to the theory of rough paths ... . There is no doubt that the book will be useful to anyone trying to enter the sophisticated ground of rough path theory-students as well as experienced researchers." (Bohdan Maslowski, Mathematical Reviews, Issue 2009 c)

"The book provides an introduction to and a survey of the key concepts and results of the theory of rough paths. It grew out of the lecture notes for the corresponding lectures given at the Ecole d'Eté de Probabilités de Saint-Flour XXXIV - 2004. ... The book is very well readable and will be useful for everyone interested in learning about the theory of rough paths." (Evelyn Buckwar, Zentralblatt MATH, Vol. 1176, 2010)mehr