Differential Equations Driven by Rough Paths - Ecole d’Ete de Probabilites de Saint-Flour XXXIV-2004 - Thierry Levy - Paperback Bog - Springer-Verlag
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Description
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.
