Differential Equations Driven by Rough Paths

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  • Differential Equations Driven by Rough Paths Book Detail

  • Author : Terry J. Lyons
  • Release Date : 2007-04-25
  • Publisher : Springer
  • Genre : Mathematics
  • Pages : 126
  • ISBN 13 : 3540712852
  • File Size : 96,96 MB

Differential Equations Driven by Rough Paths by Terry J. Lyons PDF Summary

Book Description: 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.

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A Course on Rough Paths

A Course on Rough Paths

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With many updates and additional exercises, the second edition of this book continues to provide readers with a gentle introduction to rough path analysis and r