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

Auteur principal collectivité : école d'été de probabilités de Saint-Flour, 34, 2004, AuteurCo-auteur : Lyons, Terry J., 1953-, Auteur • Caruana, Michael J., Auteur • Lévy, Thierry, 1976-, AuteurType de document : CongrèsCollection : Lecture notes in mathematics, 1908Langue : anglais.Pays: Allemagne.Éditeur : Berlin, Heidelberg, New York : Springer, 2007Description : 1 vol. (XVIII-109 p.) ; 24 cmISBN: 9783540712848.ISSN: 0075-8434.Bibliographie : Bibliogr. p. [95]-99. Index.Sujet 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 for ordinary differential equations
34F05, Ordinary differential equations and systems with randomness
37Hxx, Dynamical systems and ergodic theory - Random dynamical systemsEn-ligne : Springerlink
Tags from this library: Log in to add tags.
Holdings
Item type Current library Call number Status Date due Barcode
Congrès Congrès CMI
Salle 1 		Ecole STF (Browse shelf(Opens below)) Available 07899-01

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

There are no comments on this title.

to post a comment.