An introduction to rough paths
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This paper aims to be an introduction to T. Lyons' theory of rough paths, in which integrals of differential forms against irregular paths are defined and differential equations controlled by irregular paths are solved. The theory makes use of iterated integrals of paths, whose algebraic properties are essential. The theory is very well suited for a large number of stochastic processes. For the entire collection see [Zbl 1027.00025].
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