ENGLISH

Differential Equations Driven by Rough Paths: École d'Été de Probabilités de Saint-Flour XXXIV - 2004

By Terry J. Lyons , Michael Caruana , Thierry Lévy (auth.)

Book information

Publisher
Springer-Verlag Berlin Heidelberg
Year
2007
ISBN
3540712844, 9783540712848
DOI
10.1007/978-3-540-71285-5
ISSN
0075-8434
Open Library ID
OL9063616M
Language
english
Format
PDF
Filesize
1 MB (1363929 bytes)
Series
Lecture notes in mathematics 1908
Edition
1
Pages
109\125
Library
Kolxo3
Time added
2009-07-20 03:45:11
Probability Theory and Stochastic Processes; Ordin

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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