00972nam a22002531i 450099100376371970753620040607090031.0040802s1928 it a||||||||||||||||ita b13124584-39ule_instARCHE-107719ExLBiblioteca InterfacoltàitaA.t.i. Arché s.c.r.l. Pandora Sicilia s.r.l.916.0431Appelius, Mario130248Nel paese degli uomini nudi /Mario AppeliusMilano :Alpes,1928437 p., [40] c. di tav. :ill. ;20 cmOpere di Mario AppeliusAfricaDescrizioni e viaggiSec. 20..b1312458402-04-1405-08-04991003763719707536LE002 Fondo Giudici P 11291LE002G-14853le002C. 1-E0.00-no 00000.i1376033605-08-04Nel paese degli uomini nudi308628UNISALENTOle00205-08-04ma -itait 0104369nam 22006855 450 991029996730332120250609110740.03-319-08332-510.1007/978-3-319-08332-2(CKB)3710000000227351(SSID)ssj0001338678(PQKBManifestationID)11704396(PQKBTitleCode)TC0001338678(PQKBWorkID)11338077(PQKB)11358154(DE-He213)978-3-319-08332-2(MiAaPQ)EBC5587772(Au-PeEL)EBL5587772(OCoLC)890462092(PPN)180627139(MiAaPQ)EBC1802580(EXLCZ)99371000000022735120140826d2014 u| 0engurnn|008mamaatxtccrA Course on Rough Paths With an Introduction to Regularity Structures /by Peter K. Friz, Martin Hairer1st ed. 2014.Cham :Springer International Publishing :Imprint: Springer,2014.1 online resource (XIV, 251 p. 2 illus.) Universitext,0172-5939Bibliographic Level Mode of Issuance: Monograph3-319-08331-7 Introduction -- The space of rough paths -- Brownian motion as a rough path -- Integration against rough paths -- Stochastic integration and Itˆo’s formula -- Doob–Meyer type decomposition for rough paths -- Operations on controlled rough paths -- Solutions to rough differential equations -- Stochastic differential equations -- Gaussian rough paths -- Cameron–Martin regularity and applications -- Stochastic partial differential equations -- Introduction to regularity structures -- Operations on modelled distributions -- Application to the KPZ equation.Lyons’ rough path analysis has provided new insights in the analysis of stochastic differential equations and stochastic partial differential equations, such as the KPZ equation. This textbook presents the first thorough and easily accessible introduction to rough path analysis. When applied to stochastic systems, rough path analysis provides a means to construct a pathwise solution theory which, in many respects, behaves much like the theory of deterministic differential equations and provides a clean break between analytical and probabilistic arguments. It provides a toolbox allowing to recover many classical results without using specific probabilistic properties such as predictability or the martingale property. The study of stochastic PDEs has recently led to a significant extension – the theory of regularity structures – and the last parts of this book are devoted to a gentle introduction. Most of this course is written as an essentially self-contained textbook, with an emphasis on ideas and short arguments, rather than pushing for the strongest possible statements. A typical reader will have been exposed to upper undergraduate analysis courses and has some interest in stochastic analysis. For a large part of the text, little more than Itô integration against Brownian motion is required as background.Universitext,0172-5939ProbabilitiesDifferential equationsDifferential equations, PartialProbability Theory and Stochastic Processeshttps://scigraph.springernature.com/ontologies/product-market-codes/M27004Ordinary Differential Equationshttps://scigraph.springernature.com/ontologies/product-market-codes/M12147Partial Differential Equationshttps://scigraph.springernature.com/ontologies/product-market-codes/M12155Probabilities.Differential equations.Differential equations, Partial.Probability Theory and Stochastic Processes.Ordinary Differential Equations.Partial Differential Equations.519.2Friz Peter Kauthttp://id.loc.gov/vocabulary/relators/aut480232Hairer Martinauthttp://id.loc.gov/vocabulary/relators/autMiAaPQMiAaPQMiAaPQBOOK9910299967303321A Course on Rough Paths2052317UNINA