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École d'Été de Probabilités de Saint-Flour

Differential Equations Driven by Rough Paths

Ecole d’Eté de Probabilités de Saint-Flour XXXIV-2004

Authors: Lyons, Terry J., Caruana, Michael J., Lévy, Thierry

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About this book

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.

Reviews

From the reviews:

"The present book is based on lectures delivered by Lyons at the Saint-Flour Summer School in July 2004. … It is primarily intended for a reader who has never been exposed to the theory of rough paths … . There is no doubt that the book will be useful to anyone trying to enter the sophisticated ground of rough path theory–students as well as experienced researchers." (Bohdan Maslowski, Mathematical Reviews, Issue 2009 c)

“The book provides an introduction to and a survey of the key concepts and results of the theory of rough paths. It grew out of the lecture notes for the corresponding lectures given at the Ecole d’Eté de Probabilités de Saint-Flour XXXIV – 2004. … The book is very well readable and will be useful for everyone interested in learning about the theory of rough paths.” (Evelyn Buckwar, Zentralblatt MATH, Vol. 1176, 2010)


Table of contents (5 chapters)

Buy this book

eBook $34.99
price for USA (gross)
  • ISBN 978-3-540-71285-5
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $49.95
price for USA
  • ISBN 978-3-540-71284-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Differential Equations Driven by Rough Paths
Book Subtitle
Ecole d’Eté de Probabilités de Saint-Flour XXXIV-2004
Authors
Series Title
École d'Été de Probabilités de Saint-Flour
Series Volume
1908
Copyright
2007
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-71285-5
DOI
10.1007/978-3-540-71285-5
Softcover ISBN
978-3-540-71284-8
Series ISSN
0721-5363
Edition Number
1
Number of Pages
XVIII, 116
Topics