Differential Equations Driven by Rough Paths
Author | : Terry J. Lyons |
Publisher | : Springer |
Total Pages | : 126 |
Release | : 2007-04-25 |
ISBN-10 | : 9783540712855 |
ISBN-13 | : 3540712852 |
Rating | : 4/5 (852 Downloads) |
Download or read book Differential Equations Driven by Rough Paths written by Terry J. Lyons and published by Springer. This book was released on 2007-04-25 with total page 126 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.