Verkauf durch Sack Fachmedien

Lyons / Caruana / Lévy

Differential Equations Driven by Rough Paths

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

Medium: Buch
ISBN: 978-3-540-71284-8
Verlag: Springer
Erscheinungstermin: 07.05.2007
Lieferfrist: bis zu 10 Tage

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.


Produkteigenschaften


  • Artikelnummer: 9783540712848
  • Medium: Buch
  • ISBN: 978-3-540-71284-8
  • Verlag: Springer
  • Erscheinungstermin: 07.05.2007
  • Sprache(n): Englisch
  • Auflage: 2007
  • Serie: Lecture Notes in Mathematics
  • Produktform: Kartoniert, Paperback
  • Gewicht: 219 g
  • Seiten: 116
  • Format (B x H x T): 155 x 235 x 8 mm
  • Ausgabetyp: Kein, Unbekannt
Autoren/Hrsg.

Autoren

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