Thierry Levy – författare
589 kr
Skickas inom 3-6 vardagar
354 kr
Skickas inom 3-6 vardagar
457 kr
Skickas inom 3-6 vardagar
137 kr
Läs direkt efter köp
137 kr
Läs direkt efter köp
162 kr
Läs direkt efter köp
184 kr
Läs direkt efter köp
Differential Equations Driven by Rough Paths
Ecole d’Eté de Probabilités de Saint-Flour XXXIV-2004
439 kr
Skickas inom 5-8 vardagar
554 kr
Läs direkt efter köp
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. 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.