A course on rough paths. With an introduction to regularity structures
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Publication:5920676
DOI10.1007/978-3-319-08332-2zbMath1327.60013OpenAlexW2499451752WikidataQ56894205 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 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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