A course on rough paths. With an introduction to regularity structures
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Publication:5918884
DOI10.1007/978-3-030-41556-3zbMath1437.60002OpenAlexW4249571512MaRDI QIDQ5918884
Publication date: 23 June 2020
Published in: Universitext (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-030-41556-3
stochastic partial differential equationsGaussian analysisrough pathsstochastic analysisrough differential equationsregularity structurecontrolled paths
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Rough paths (60L20) Applications of rough analysis (60L90)
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