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A course on rough paths = with an in...

Friz, Peter K.

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A course on rough paths = with an introduction to regularity structures /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	A course on rough paths/ by Peter K. Friz, Martin Hairer.
其他題名:	with an introduction to regularity structures /
作者:	Friz, Peter K.
其他作者:	Hairer, Martin.
出版者:	Cham :Springer International Publishing : : 2020.,
面頁冊數:	xvi, 346 p. :ill., digital ;24 cm.
內容註:	1 Introduction -- 2 The space of rough paths -- 3 Brownian motion as a rough path -- 4 Integration against rough paths -- 5 Stochastic integration and Ito's formula -- 6 Doob-Meyer type decomposition for rough paths -- 7 Operations on controlled rough paths -- 8 Solutions to rough differential equations -- 9 Stochastic differential equations -- 10 Gaussian rough paths -- 11 Cameron-Martin regularity and applications -- 12 Stochastic partial differential equations -- 13 Introduction to regularity structures -- 14 Operations on modelled distributions -- 15 Application to the KPZ equation -- References -- Index.
Contained By:	Springer eBooks
標題:	Stochastic differential equations. -
電子資源:	https://doi.org/10.1007/978-3-030-41556-3
ISBN:	9783030415563

A course on rough paths = with an introduction to regularity structures /
Friz, Peter K.

A course on rough pathswith an introduction to regularity structures /[electronic resource] :by Peter K. Friz, Martin Hairer. - Second edition. - Cham :Springer International Publishing :2020. - xvi, 346 p. :ill., digital ;24 cm. - Universitext,0172-5939. - Universitext..

1 Introduction -- 2 The space of rough paths -- 3 Brownian motion as a rough path -- 4 Integration against rough paths -- 5 Stochastic integration and Ito's formula -- 6 Doob-Meyer type decomposition for rough paths -- 7 Operations on controlled rough paths -- 8 Solutions to rough differential equations -- 9 Stochastic differential equations -- 10 Gaussian rough paths -- 11 Cameron-Martin regularity and applications -- 12 Stochastic partial differential equations -- 13 Introduction to regularity structures -- 14 Operations on modelled distributions -- 15 Application to the KPZ equation -- References -- Index.

ISBN: 9783030415563

Standard No.: 10.1007/978-3-030-41556-3doiSubjects--Topical Terms:

621860
Stochastic differential equations.

LC Class. No.: QA274.23 / .F759 2020

Dewey Class. No.: 519.2

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