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Lvy, Thierry 作者

Springer Verlag

译者

出版日期

134 页数

$ 56.44 价格

Pap

Lecture Notes in Mathematics 丛书系列

9783540712848 图书编码

Differential Equations Driven by Rough Paths 在线电子书图书标签: Stochastics Probability Mathematics

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发表于2024-11-22

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Differential Equations Driven by Rough Paths 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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Differential Equations Driven by Rough Paths 在线电子书图书描述

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.

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