A course on rough paths : with an introduction to regularity structures / Peter K. Friz, Martin Hairer.

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...

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Online Access: Full Text (via Springer)
Main Authors: Friz, Peter K., 1974- (Author), Hairer, Martin (Author)
Format: eBook
Language:English
Published: Cham, Switzerland : Springer, [2020]
Edition:Second edition.
Series:Universitext.
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Call Number: QA274.23 .F75 2020
QA274.23 .F75 2020 Available