Differential Equations Driven by Rough Paths : École d'Été de Probabilités de Saint-Flour XXXIV - 2004
Download BookDifferential Equations Driven by Rough Paths : École d'Été de Probabilités de Saint-Flour XXXIV - 2004
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by Terry J. Lyons, Michael Caruana, Thierry Lévy
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Format: PDFPublication Date of the Electronic Edition: 2007
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ISBN: 9783540712848, 9783540712855
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Description
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.
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