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Differential Equations Driven by Rough Paths : Ecole d’Eté de Probabilités de Saint-Flour XXXIV-2004 / by Terry J. Lyons, Michael J. Caruana, Thierry Lévy
(École d'Été de Probabilités de Saint-Flour ; 1908)
版 | 1st ed. 2007. |
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出版者 | Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer |
出版年 | 2007 |
本文言語 | 英語 |
大きさ | XVIII, 116 p : online resource |
著者標目 | *Lyons, Terry J author Caruana, Michael J author Lévy, Thierry author SpringerLink (Online service) |
件 名 | LCSH:Mathematical analysis LCSH:Probabilities LCSH:Differential equations FREE:Analysis FREE:Probability Theory FREE:Differential Equations |
一般注記 | Differential Equations Driven by Moderately Irregular Signals -- The Signature of a Path -- Rough Paths -- Integration Along Rough Paths -- Differential Equations Driven by Rough Paths 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 HTTP:URL=https://doi.org/10.1007/978-3-540-71285-5 |
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電子ブック | オンライン | 電子ブック |
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Springer eBooks | 9783540712855 |
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EB00235976 |
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データ種別 | 電子ブック |
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分 類 | LCC:QA299.6-433 DC23:515 |
書誌ID | 4000116992 |
ISBN | 9783540712855 |
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