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A course on rough paths: with an introduction to regularity structures

With many updates and additional exercises, the second edition of this book continues to provide readers with a gentle introduction to rough path analysis and regularity structures, theories that have yielded many new insights into the analysis of stochastic differential equations, and, most recentl...

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Detalles Bibliográficos
Autores principales: Friz, Peter K, Hairer, Martin
Lenguaje:eng
Publicado: Springer 2020
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-030-41556-3
http://cds.cern.ch/record/2720414