A Course on Rough Paths: With an Introduction to Regularity Structures by Peter K. Friz, Martin Hairer

A Course on Rough Paths: With an Introduction to Regularity Structures

Universitext

Peter K. Friz, Martin Hairer

251 pages • missing pub info (view editions)

nonfiction mathematics informative medium-paced
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Description

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 intr...

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