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Differential Equations Driven by Rough Paths: École d'Été de Probabilités de Saint-Flour XXXIV - 2004

✍ Scribed by Terry J. Lyons, Michael Caruana, Thierry Lévy (auth.)

Book ID
127426661
Publisher
Springer
Year
2007
Tongue
English
Weight
1 MB
Edition
1
Category
Library
City
Berlin; New York
ISBN
3540712852
ISSN
0075-8434

No coin nor oath required. For personal study only.

✦ 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.

✦ Subjects

Ordinary Differential Equations

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