ENGLISH

Differential Equations Driven by Rough Paths: Ecole dEté de Probabilités de Saint-Flour XXXIV-2004

By Terry J. Lyons , Michael J. Caruana , Thierry Lévy

Book information

Publisher
Springer
Year
2007
ISBN
9783540712848, 3540712844
Language
english
Format
DJVU
Filesize
1 MB (1164309 bytes)
Series
Lecture Notes in Mathematics / Ecole d’Eté Probabilit.Saint-Flour
Edition
1
Pages
125\125
Time added
2014-10-05 02:30:00

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. 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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