Cover Image

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 stoc...

Full description

Main Authors: Friz, Peter K. (Author, http://id.loc.gov/vocabulary/relators/aut), Hairer, Martin. (http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2014.
Edition:1st ed. 2014.
Series:Universitext,
Subjects:
Probabilities.
Differential equations.
Partial differential equations.
Probability Theory and Stochastic Processes.
Ordinary Differential Equations.
Partial Differential Equations.
Online Access:https://doi.org/10.1007/978-3-319-08332-2

Similar Items