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

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

Label
A course on rough paths : with an introduction to regularity structures
Title
A course on rough paths
Title remainder
with an introduction to regularity structures
Statement of responsibility
Peter K. Friz, Martin Hairer
Creator
Contributor
Author
Subject
Genre
Language
eng
Summary
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 stochastic systems, rough path analysis provides a means to construct a pathwise solution theory which, in many respects, behaves much like the theory of deterministic differential equations and provides a clean break between analytical and probabilistic arguments. It provides a toolbox allowing to recover many classical results without using specific probabilistic properties such as predictability or the martingale property. The study of stochastic PDEs has recently led to a significant extension - the theory of regularity structures - and the last parts of this book are devoted to a gentle introduction. Most of this course is written as an essentially self-contained textbook, with an emphasis on ideas and short arguments, rather than pushing for the strongest possible statements. A typical reader will have been exposed to upper undergraduate analysis courses and has some interest in stochastic analysis. For a large part of the text, little more than Itô integration against Brownian motion is required as background
Member of
Cataloging source
GW5XE
http://library.link/vocab/creatorDate
1974-
http://library.link/vocab/creatorName
Friz, Peter K.
Dewey number
519.2
Illustrations
illustrations
Index
index present
LC call number
QA274.23
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
Hairer, Martin
Series statement
Universitext,
http://library.link/vocab/subjectName
  • Stochastic differential equations
  • Stochastic differential equations
  • Mathematics
  • Physical Sciences & Mathematics
  • Mathematical Statistics
  • Mathematics
  • Probability Theory and Stochastic Processes
  • Ordinary Differential Equations
  • Partial Differential Equations
Label
A course on rough paths : with an introduction to regularity structures, Peter K. Friz, Martin Hairer
Link
https://ezproxy.lib.ou.edu/login?url=http://link.springer.com/10.1007/978-3-319-08332-2
Instantiates
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Introduction -- The space of rough paths -- Brownian motion as a rough path -- Integration against rough paths -- Stochastic integration and Itô's formula -- Doob-Meyer type decomposition for rough paths -- Operations on controlled rough paths -- Solutions to rough differential equations -- Stochastic differential equations -- Gaussian rough paths -- Cameron-Martin regularity and applications -- Stochastic partial differential equations -- Introduction to regularity structures -- Operations on modelled distributions -- Application to the KPZ equation
Dimensions
unknown
Extent
1 online resource (xiv, 251 pages)
File format
unknown
Form of item
online
Governing access note
License restrictions may limit access
Isbn
9783319083322
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Note
SpringerLink
Other control number
10.1007/978-3-319-08332-2
Other physical details
illustrations.
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
  • (OCoLC)890462092
  • (OCoLC)ocn890462092
Label
A course on rough paths : with an introduction to regularity structures, Peter K. Friz, Martin Hairer
Link
https://ezproxy.lib.ou.edu/login?url=http://link.springer.com/10.1007/978-3-319-08332-2
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Introduction -- The space of rough paths -- Brownian motion as a rough path -- Integration against rough paths -- Stochastic integration and Itô's formula -- Doob-Meyer type decomposition for rough paths -- Operations on controlled rough paths -- Solutions to rough differential equations -- Stochastic differential equations -- Gaussian rough paths -- Cameron-Martin regularity and applications -- Stochastic partial differential equations -- Introduction to regularity structures -- Operations on modelled distributions -- Application to the KPZ equation
Dimensions
unknown
Extent
1 online resource (xiv, 251 pages)
File format
unknown
Form of item
online
Governing access note
License restrictions may limit access
Isbn
9783319083322
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Note
SpringerLink
Other control number
10.1007/978-3-319-08332-2
Other physical details
illustrations.
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
  • (OCoLC)890462092
  • (OCoLC)ocn890462092

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