𝔖 Bobbio Scriptorium
✦   LIBER   ✦

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
127450353
Publisher
Springer
Year
2007
Tongue
English
Weight
3 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

📜 SIMILAR VOLUMES

Differential Equations Driven by Rough P
Differential Equations Driven by Rough Paths: École d'Été de Probabilités de Saint-Flour XXXIV - 2004
✍ Terry J. Lyons, Michael Caruana, Thierry Lévy (auth.) 📂 Library 📅 2007 🏛 Springer 🌐 English ⚖ 1 MB

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 th

Probability and Real Trees: École d'Été
Probability and Real Trees: École d'Été de Probabilités de Saint-Flour XXXV - 2005
✍ Steven Neil Evans (auth.) 📂 Library 📅 2008 🏛 Springer 🌐 English ⚖ 6 MB

Random trees and tree-valued stochastic processes are of particular importance in combinatorics, computer science, phylogenetics, and mathematical population genetics. Using the framework of abstract "tree-like" metric spaces (so-called real trees) and ideas from metric geometry such as the Gromov-H

Stability of Queueing Networks: École d'
Stability of Queueing Networks: École d'Été de Probabilités de Saint-Flour XXXVI - 2006
✍ Maury Bramson (auth.) 📂 Library 📅 2008 🏛 Springer 🌐 English ⚖ 2 MB

Queueing networks constitute a large family of stochastic models, involving jobs that enter a network, compete for service, and eventually leave the network upon completion of service. Since the early 1990s, substantial attention has been devoted to the question of when such networks are stable. Th

The lace expansion and its applications:
The lace expansion and its applications: Ecole d'Ete de Probabilites de Saint-Flour XXXIV, 2004
✍ Gordon Slade, Jean Picard 📂 Library 📅 2006 🏛 Springer 🌐 English ⚖ 1 MB

The lace expansion is a powerful and flexible method for understanding the critical scaling of several models of interest in probability, statistical mechanics, and combinatorics, above their upper critical dimensions. These models include the self-avoiding walk, lattice trees and lattice animals, p

The Wulff crystal in Ising and percolati
The Wulff crystal in Ising and percolation models: Ecole d'Ete de Probabilites de Saint-Flour XXXIV, 2004
✍ Raphaël Cerf, Jean Picard 📂 Library 📅 2006 🏛 Springer 🌐 English ⚖ 3 MB

This volume is a synopsis of recent works aiming at a mathematically rigorous justification of the phase coexistence phenomenon, starting from a microscopic model. It is intended to be self-contained. Those proofs that can be found only in research papers have been included, whereas results for whic