Differential Equations Driven by Rough Paths

Ecole d’Eté de Probabilités de Saint-Flour XXXIV-2004

Häftad, Engelska, 2007

Av Terry J. Lyons, Michael J. Caruana, Thierry Lévy, Thierry Levy, Terry J. Lyons, Michael J. Caruana

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Each year young mathematicians congregate in Saint Flour, France, and listen to extended lecture courses on new topics in Probability Theory.

Produktinformation

Utgivningsdatum2007-05-07
Mått155 x 235 x 8 mm
Vikt218 g
FormatHäftad
SpråkEngelska
SerieLecture Notes in Mathematics
Antal sidor116
FörlagSpringer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN9783540712848

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From the reviews: "The present book is based on lectures delivered by Lyons at the Saint-Flour Summer School in July 2004. ... It is primarily intended for a reader who has never been exposed to the theory of rough paths ... . There is no doubt that the book will be useful to anyone trying to enter the sophisticated ground of rough path theory-students as well as experienced researchers." (Bohdan Maslowski, Mathematical Reviews, Issue 2009 c) "The book provides an introduction to and a survey of the key concepts and results of the theory of rough paths. It grew out of the lecture notes for the corresponding lectures given at the Ecole d'Ete de Probabilites de Saint-Flour XXXIV - 2004. ... The book is very well readable and will be useful for everyone interested in learning about the theory of rough paths." (Evelyn Buckwar, Zentralblatt MATH, Vol. 1176, 2010)