| 期刊全稱 | A Course on Rough Paths | | 期刊簡稱 | With an Introduction | | 影響因子2023 | Peter K. Friz,Martin Hairer | | 視頻video | http://file.papertrans.cn/141/140529/140529.mp4 | | 發(fā)行地址 | Provides a self-contained and easily accessible introduction to rough path analysis with many exercises.Focuses on the simplest setting applicable to analysis of stochastic differential equations.Incl | | 學科分類 | Universitext | | 圖書封面 |  | | 影響因子 | .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 stochastic systems, rough path analysis provides a means to construct a pathwise solution theory which, in many respects, behaves much like the theory of deterministic differential equations and provides a clean break between analytical and probabilistic arguments. It provides a toolbox allowing to recover many classical results without using specific probabilistic properties such as predictability or the martingale property. The study of stochastic PDEs has recently led to a significant extension – the theory of regularity structures – and the last parts of this book are devoted to a gentle introduction..Most of this course is written as an essentially self-contained textbook, with an emphasis on ideas and short arguments, rather than pushing for the strongest possible statements. A typical reader will have been exposed to upper undergraduate analysis courses and has some interest in stoch | | Pindex | Textbook 20141st edition |
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