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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.
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.
Includes supplementary material: [...]
| Erscheinungsjahr: | 2007 |
|---|---|
| Fachbereich: | Wahrscheinlichkeitstheorie |
| Genre: | Mathematik, Medizin, Naturwissenschaften, Technik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Taschenbuch |
| Inhalt: |
xviii
116 S. 3 s/w Illustr. |
| ISBN-13: | 9783540712848 |
| ISBN-10: | 3540712844 |
| Sprache: | Englisch |
| Herstellernummer: | 12031597 |
| Einband: | Kartoniert / Broschiert |
| Autor: |
Lyons, Terry J.
Lévy, Thierry Caruana, Michael J. |
| Hersteller: |
Springer Berlin
Springer Berlin Heidelberg |
| Verantwortliche Person für die EU: | Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com |
| Maße: | 235 x 155 x 8 mm |
| Von/Mit: | Terry J. Lyons (u. a.) |
| Erscheinungsdatum: | 07.05.2007 |
| Gewicht: | 0,219 kg |
Includes supplementary material: [...]
| Erscheinungsjahr: | 2007 |
|---|---|
| Fachbereich: | Wahrscheinlichkeitstheorie |
| Genre: | Mathematik, Medizin, Naturwissenschaften, Technik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Taschenbuch |
| Inhalt: |
xviii
116 S. 3 s/w Illustr. |
| ISBN-13: | 9783540712848 |
| ISBN-10: | 3540712844 |
| Sprache: | Englisch |
| Herstellernummer: | 12031597 |
| Einband: | Kartoniert / Broschiert |
| Autor: |
Lyons, Terry J.
Lévy, Thierry Caruana, Michael J. |
| Hersteller: |
Springer Berlin
Springer Berlin Heidelberg |
| Verantwortliche Person für die EU: | Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com |
| Maße: | 235 x 155 x 8 mm |
| Von/Mit: | Terry J. Lyons (u. a.) |
| Erscheinungsdatum: | 07.05.2007 |
| Gewicht: | 0,219 kg |
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