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Differential Equations Driven by Rough Paths: Ecole d'Eté de Probabilités de Saint-Flour XXXIV-2004

Differential Equations Driven by Rough Paths: Ecole d'Eté de Probabilités de Saint-Flour XXXIV-2004

Paperback

General MathematicsProbability & Statistics

ISBN10: 3540712844
ISBN13: 9783540712848
Publisher: Springer
Published: May 7 2007
Pages: 116
Weight: 0.49
Height: 0.33 Width: 6.37 Depth: 8.87
Language: English

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.

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Probability & Statistics