A course on rough paths. With an introduction to regularity structures
From MaRDI portal
Publication:5918884
DOI10.1007/978-3-030-41556-3zbMath1437.60002MaRDI 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 equations; Gaussian analysis; rough paths; stochastic analysis; rough differential equations; regularity structure; controlled paths
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
60L20: Rough paths
60L90: Applications of rough analysis
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