A course on rough paths : with an introduction to regularity structures / Peter K. Friz, Martin Hairer.
Lyons' rough path analysis has provided new insights in the analysis of stochastic differential equations and stochastic partial differential equations, such as the KPZ equation. This textbook presents the first thorough and easily accessible introduction to rough path analysis. When applied to...
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| Online Access: |
Full Text (via Springer) |
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| Main Authors: | , |
| Format: | eBook |
| Language: | English |
| Published: |
Cham :
Springer,
2014.
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| Series: | Universitext.
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| Subjects: |
Internet
Full Text (via Springer)Online
| Call Number: |
QA274.23
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| QA274.23 | Available |