A course on rough paths. With an introduction to regularity structures
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Publication:5920676
DOI10.1007/978-3-319-08332-2zbMath1327.60013WikidataQ56894205 ScholiaQ56894205MaRDI QIDQ5920676
Publication date: 30 July 2014
Published in: Universitext (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-08332-2
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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