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Differential Equations Driven by Rough Paths : École d'Été de Probabilités de Saint-Flour XXXIV - 2004
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...
| Auteurs principaux : | , , |
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| Collectivité auteur : | |
| Format : | Livre |
| Langue : | anglais |
| Titre complet : | Differential Equations Driven by Rough Paths : École d'Été de Probabilités de Saint-Flour XXXIV - 2004 / Terry J. Lyons, Michael Caruana, Thierry Lévy. |
| Édition : | 1st ed. 2007. |
| Publié : |
Berlin, Heidelberg :
Springer Berlin Heidelberg
, [20..] Cham : Springer Nature |
| Collection : | École d'Été de Probabilités de Saint-Flour ; 1908 |
| Accès en ligne : |
Accès Nantes Université
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| Condition d'utilisation et de reproduction : | Conditions particulières de réutilisation pour les bénéficiaires des licences nationales : https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 |
| Contenu : | Differential Equations Driven by Moderately Irregular Signals. The Signature of a Path. Rough Paths. Integration Along Rough Paths. Differential Equations Driven by Rough Paths |
| Sujets : | |
| Documents associés : | Autre format:
Differential equations driven by rough paths |
| Résumé : | 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 |
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| Notes : | L'impression du document génère 130 p. |
| Bibliographie : | Bibliogr. Index |
| ISBN : | 978-3-540-71285-5 |
| DOI : | 10.1007/978-3-540-71285-5 |