Differential Equations Driven by Rough Paths: Ecole d’Eté de Probabilités de Saint-Flour XXXIV-2004: 1908 (Lecture Notes in Mathematics, 1908) - Softcover

Lyons, Terry J.; Caruana, Michael J.; Lévy, Thierry

Softcover

ISBN 10: 3540712844 ISBN 13: 9783540712848

Publisher: Springer, 2007

Synopsis

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.

About this title

From the Back Cover

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.

Edition details

• Publisher: Springer
• Publication date: 2007
• Language: English
• ISBN 10: 3540712844
• ISBN 13: 9783540712848
• Binding: Paperback
• Number of pages: 134