Differential Equations Driven by Rough Paths

• Differential Equations Driven by Moderately Irregular Signals.- The Signature of a Path.- Rough Paths.- Integration Along Rough Paths.- Differential Equations Driven by Rough Paths.

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)