ENGLISH

A course on rough paths: with an introduction to regularity structures

By Martin , Friz , Peter K.;Hairer

Book information

Publisher
Springer
Year
2014
ISBN
9783319083315, 9783319083322, 3319083317
Language
english
Format
PDF
Filesize
2 MB (2572604 bytes)
Series
Universitext
Pages
251\262
Time added
2020-07-26 19:24:52
Processi stocastici

Description

Introduction.- The space of rough paths.- Brownian motion as a rough path.- Integration against rough paths.- Stochastic integration and Ito's formula.- Doob-Meyer type decomposition for rough paths.- Operations on controlled rough paths.- Solutions to rough differential equations.- Stochastic differential equations.- Gaussian rough paths.- Cameron-Martin regularity and applications.- Stochastic partial differential equations.- Introduction to regularity structures.- Operations on modelled distributions.- Application to the KPZ equation.

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