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A course on rough paths: with an introduction to regularity structures
Lyons’ rough path analysis has provided new insights in the analysis of stochastic differential equations and stochastic partial differential equations, such as the KPZ equation. This textbook presents the first thorough and easily accessible introduction to rough path analysis. When applied to stoc...
| Autores principales: | , |
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| Lenguaje: | eng |
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Springer
2014
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| Acceso en línea: | https://dx.doi.org/10.1007/978-3-319-08332-2 http://cds.cern.ch/record/1952393 |