The Resource Differential Equations Driven by Rough Paths : Ecole d’Eté de Probabilités de Saint-Flour XXXIV-2004, by Terry J. Lyons, Michael J. Caruana, Thierry Lévy, (electronic resource)

Differential Equations Driven by Rough Paths : Ecole d’Eté de Probabilités de Saint-Flour XXXIV-2004, by Terry J. Lyons, Michael J. Caruana, Thierry Lévy, (electronic resource)

Label
Differential Equations Driven by Rough Paths : Ecole d’Eté de Probabilités de Saint-Flour XXXIV-2004
Title
Differential Equations Driven by Rough Paths
Title remainder
Ecole d’Eté de Probabilités de Saint-Flour XXXIV-2004
Statement of responsibility
by Terry J. Lyons, Michael J. Caruana, Thierry Lévy
Creator
Contributor
Author
Author
Subject
Language
  • eng
  • eng
Summary
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
Member of
Is Subseries of
http://library.link/vocab/creatorName
Lyons, Terry J
Dewey number
515/.35
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsaut
  • Q7lPADoPp0A
  • EeyOoY6jz90
  • chAYmwDWtGw
Image bit depth
0
Language note
English
LC call number
QA299.6-433
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorDate
2004
http://library.link/vocab/relatedWorkOrContributorName
  • Ecole d'été de probabilités de Saint-Flour
  • Caruana, Michael J.
  • Lévy, Thierry.
Series statement
École d'Été de Probabilités de Saint-Flour,
Series volume
1908
http://library.link/vocab/subjectName
  • Global analysis (Mathematics)
  • Distribution (Probability theory
  • Differential Equations
  • Analysis
  • Probability Theory and Stochastic Processes
  • Ordinary Differential Equations
Label
Differential Equations Driven by Rough Paths : Ecole d’Eté de Probabilités de Saint-Flour XXXIV-2004, by Terry J. Lyons, Michael J. Caruana, Thierry Lévy, (electronic resource)
Instantiates
Publication
Note
Lecture given by Prof. Lyons at the 34th Probability Summer School in Saint-Flour; written with the help of Michael Caruana and Thierry Lévy
Antecedent source
mixed
Bibliography note
Includes bibliographical references (p. [95]-99) and index
Carrier category
online resource
Carrier category code
cr
Color
not applicable
Content category
text
Content type code
txt
Contents
Differential Equations Driven by Moderately Irregular Signals -- The Signature of a Path -- Rough Paths -- Integration Along Rough Paths -- Differential Equations Driven by Rough Paths
Dimensions
unknown
Edition
1st ed. 2007.
Extent
1 online resource (XVIII, 116 p.)
File format
multiple file formats
Form of item
online
Isbn
9781280853470
Level of compression
uncompressed
Media category
computer
Media type code
c
Other control number
10.1007/978-3-540-71285-5
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
  • (CKB)1000000000282771
  • (SSID)ssj0000293977
  • (PQKBManifestationID)11229832
  • (PQKBTitleCode)TC0000293977
  • (PQKBWorkID)10292574
  • (PQKB)10714318
  • (DE-He213)978-3-540-71285-5
  • (MiAaPQ)EBC3036617
  • (EXLCZ)991000000000282771
Label
Differential Equations Driven by Rough Paths : Ecole d’Eté de Probabilités de Saint-Flour XXXIV-2004, by Terry J. Lyons, Michael J. Caruana, Thierry Lévy, (electronic resource)
Publication
Note
Lecture given by Prof. Lyons at the 34th Probability Summer School in Saint-Flour; written with the help of Michael Caruana and Thierry Lévy
Antecedent source
mixed
Bibliography note
Includes bibliographical references (p. [95]-99) and index
Carrier category
online resource
Carrier category code
cr
Color
not applicable
Content category
text
Content type code
txt
Contents
Differential Equations Driven by Moderately Irregular Signals -- The Signature of a Path -- Rough Paths -- Integration Along Rough Paths -- Differential Equations Driven by Rough Paths
Dimensions
unknown
Edition
1st ed. 2007.
Extent
1 online resource (XVIII, 116 p.)
File format
multiple file formats
Form of item
online
Isbn
9781280853470
Level of compression
uncompressed
Media category
computer
Media type code
c
Other control number
10.1007/978-3-540-71285-5
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
  • (CKB)1000000000282771
  • (SSID)ssj0000293977
  • (PQKBManifestationID)11229832
  • (PQKBTitleCode)TC0000293977
  • (PQKBWorkID)10292574
  • (PQKB)10714318
  • (DE-He213)978-3-540-71285-5
  • (MiAaPQ)EBC3036617
  • (EXLCZ)991000000000282771

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