Differential Equations Driven by Rough Paths: Ecole d'Ete de Probabilites de Saint-Flour XXXIV-2004: Ecole d’Eté de Probabilités de Saint-Flour ... Notes in Mathematics, 1908, Band 1908) - Softcover

Lyons, Terry J.

 
9783540712848: Differential Equations Driven by Rough Paths: Ecole d'Ete de Probabilites de Saint-Flour XXXIV-2004: Ecole d’Eté de Probabilités de Saint-Flour ... Notes in Mathematics, 1908, Band 1908)
Softcover
ISBN 10: 3540712844 ISBN 13: 9783540712848
Verlag: Springer Berlin Heidelberg, 2010

Inhaltsangabe

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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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.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Springer Berlin Heidelberg
Erscheinungsdatum
2010
Sprache
Englisch
ISBN 10 
3540712844
ISBN 13 
9783540712848
Einband
Taschenbuch
Anzahl der Seiten
134
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