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Differential Equations Driven by Rough Paths|Terry J. Lyons

Differential Equations Driven by Rough Paths : Ecole d'Eté de Probabilités de Saint-Flour XXXIV-2004

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Overview

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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Details

  • ISBN-13: 9783540712848
  • ISBN-10: 3540712844
  • Publisher: Springer
  • Publish Date: May 2007
  • Dimensions: 8.87 x 6.37 x 0.33 inches
  • Shipping Weight: 0.49 pounds
  • Page Count: 116

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