Overview
- Includes supplementary material: sn.pub/extras
Part of the book series: Lecture Notes in Mathematics (LNM, volume 1908)
Part of the book sub series: École d'Été de Probabilités de Saint-Flour (LNMECOLE)
Access this book
Tax calculation will be finalised at checkout
Other ways to access
Table of contents (5 chapters)
Keywords
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)
Authors and Affiliations
Bibliographic Information
Book Title: Differential Equations Driven by Rough Paths
Book Subtitle: Ecole d’Eté de Probabilités de Saint-Flour XXXIV-2004
Authors: Terry J. Lyons, Michael Caruana, Thierry Lévy
Series Title: Lecture Notes in Mathematics
DOI: https://doi.org/10.1007/978-3-540-71285-5
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2007
Softcover ISBN: 978-3-540-71284-8Published: 07 May 2007
eBook ISBN: 978-3-540-71285-5Published: 25 April 2007
Series ISSN: 0075-8434
Series E-ISSN: 1617-9692
Edition Number: 1
Number of Pages: XVIII, 116
Topics: Analysis, Probability Theory and Stochastic Processes, Ordinary Differential Equations