A Course on Rough Paths With an Introduction to Regularity Structures /

• Main Authors: Friz, Peter K. (Author), Hairer, Martin (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2014.
• Series: Universitext,
• Subjects: Mathematics.; Differential equations.; Partial differential equations.; Probabilities.; Probability Theory and Stochastic Processes.; Ordinary Differential Equations.; Partial Differential Equations.

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 stoc...