Differential equations driven by rough paths: Ecole d'été de probabilités de Saint-Flour XXXIV, 2004 / Terry J. Lyons, Michael Caruana, Thierry Lévy

Collectivité principale: école d'été de probabilités de Saint-Flour, 34, Saint-Flour, Cantal (2004) Co-auteur: Lyons, Terry J. (1953-) - Auteur ; Caruana, Michael J. - Auteur ; Lévy, Thierry (1976-) - AuteurType de document: CongrèsCollection: Lecture notes in mathematics ; 1908Langue: anglaisPays: AllemagneÉditeur: Berlin : Springer, 2007Description: 1 vol. (XVIII-109 p.) ; 24 cm ISBN: 9783540712848 ; br. ISSN: 0075-8434Note: The book then consists of five chapters: 1. Differential Equations Driven by Moderately Irregular Signals; 2. The Signature of a Path; 3. Rough Paths; 4. Integration Along Rough Paths; 5. Differential Equations Driven by Rough Paths.Bibliographie: Bibliogr. p. [95]-99. Index. Sujets MSC: 60H10 Probability theory and stochastic processes -- Stochastic analysis -- Stochastic ordinary differential equations
60H05 Probability theory and stochastic processes -- Stochastic analysis -- Stochastic integrals
34Axx Ordinary differential equations -- General theory
34F05 Ordinary differential equations -- Equations and systems with randomness -- Equations and systems with randomness
37Hxx Dynamical systems and ergodic theory -- Random dynamical systems
En-ligne: Springerlink
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Salle S 07899-01 / Ecole STF (Browse Shelf) Available

The book then consists of five chapters: 1. Differential Equations Driven by Moderately Irregular Signals; 2. The Signature of a Path; 3. Rough Paths; 4. Integration Along Rough Paths; 5. Differential Equations Driven by Rough Paths.

Bibliogr. p. [95]-99. Index

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