| 书目名称 | Differential Equations Driven by Rough Paths | | 副标题 | Ecole d’Eté de Proba | | 编辑 | Terry J. Lyons,Michael Caruana,Thierry Lévy | | 视频video | | | 概述 | Includes supplementary material: | | 丛书名称 | Lecture Notes in Mathematics | | 图书封面 |  | | 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.. | | 出版日期 | Book 2007 | | 关键词 | Boundary value problem; Chen Iterated Integral; Coupled Systems; Log Signature; Probability theory; Rough | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-540-71285-5 | | isbn_softcover | 978-3-540-71284-8 | | isbn_ebook | 978-3-540-71285-5Series ISSN 0075-8434 Series E-ISSN 1617-9692 | | issn_series | 0075-8434 | | copyright | Springer-Verlag Berlin Heidelberg 2007 |
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发表于 2025-3-21 18:27:56
