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...
Clasificación: | Libro Electrónico |
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Autores principales: | Friz, Peter K. (Autor), Hairer, Martin (Autor) |
Autor Corporativo: | SpringerLink (Online service) |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Cham :
Springer International Publishing : Imprint: Springer,
2014.
|
Edición: | 1st ed. 2014. |
Colección: | Universitext,
|
Temas: | |
Acceso en línea: | Texto Completo |
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