Differential Equations Driven by Rough Paths École d'Été de Probabilités de Saint-Flour XXXIV - 2004 /

• Main Authors: Lyons, Terry J. (Author), Caruana, Michael (Author), Lévy, Thierry (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2007.
• Series: Lecture Notes in Mathematics, 1908
• Subjects: Mathematics.; Mathematical analysis.; Analysis (Mathematics).; Differential equations.; Probabilities.; Analysis.; Probability Theory and Stochastic Processes.; Ordinary Differential Equations.

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...

Table of 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.