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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...

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Bibliographic Details
Call Number:	Libro Electrónico
Main Authors:	Friz, Peter K. (Author), Hairer, Martin (Author)
Corporate Author:	SpringerLink (Online service)
Format:	Electronic eBook
Language:	Inglés
Published:	Cham : Springer International Publishing : Imprint: Springer, 2014.
Edition:	1st ed. 2014.
Series:	Universitext,
Subjects:	Probabilities. Differential equations. Probability Theory. Differential Equations.
Online Access:	Texto Completo

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