A Course on Rough Paths: With an Introduction to Regularity Structures

With many updates and additional exercises, the second edition of this book continues to provide readers with a gentle introduction to rough path analysis and regularity structures, theories that have yielded many new insights into the analysis of stochastic differential equations, and, most recentl...

Ausführliche Beschreibung

Bibliographische Detailangaben

1. Verfasser:	Friz, Peter K
Format:	Buch
Sprache:	eng
Schlagworte:	Mathematics Mathematics and Statistics Ordinary Differential Equations Partial Differential Equations Probabilities & applied mathematics Probability Theory and Stochastic Processes Stochastic analysis Stochastic differential equations
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!