Differential Equations Driven by Rough Paths

Ecole dEté de Probabilités de Saint-Flour XXXIV-2004, Lecture Notes in Mathematics 1908 - École d'Été de Probabilités de Saint-Flour

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Bibliografische Daten
ISBN/EAN: 9783540712848
Sprache: Englisch
Umfang: xviii, 116 S., 3 s/w Illustr.
Auflage: 1. Auflage 2007
Einband: kartoniertes Buch

Beschreibung

InhaltsangabeA Word About the Summer School.- Foreword.- Introduction.- 1.Differential Equations Driven by Moderately Irregular Signals.- 2.The Signature of a Path.- 3.Rough Paths.- 4.Integration along Rough Paths.- 5.Differential Equations Driven by Rough Paths.- References.- Index.

Autorenportrait

InhaltsangabeDifferential Equations Driven by Moderately Irregular Signals.- The Signature of a Path.- Rough Paths.- Integration Along Rough Paths.- Differential Equations Driven by Rough Paths.

Inhalt

A Word About the Summer School.- Foreword.- Introduction.- 1.Differential Equations Driven by Moderately Irregular Signals.- 2.The Signature of a Path.- 3.Rough Paths.- 4.Integration along Rough Paths.- 5.Differential Equations Driven by Rough Paths.- References.- Index.