Differential Equations Driven by Rough Paths
Each year young mathematicians congregate in Saint Flour, France, and listen to extended lecture courses on new topics in Probability Theory.
The goal of these notes, representing a course given by Terry Lyons in 2004, is to provide a straightforward and self supporting but minimalist account of the key results forming the foundation of the theory of rough paths. The proofs are similar to those in...
Each year young mathematicians congregate in Saint Flour, France, and listen to extended lecture courses on new topics in Probability Theory.
The goal of these notes, representing a course given by Terry Lyons in 2004, is to provide a straightforward and self supporting but minimalist account of the key results forming the foundation of the theory of rough paths. The proofs are similar to those in...
