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9783540712848 - Differential Equations Driven by Rough Paths

Differential Equations Driven By Rough Paths

Formats

Paperback/English

USD 46.20

Description

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 p
ISBN

9783540712848

Publisher

Springer

Publication Date

2007-05-07

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