A course on rough paths : with an introduction to regularity structures / Peter K. Friz, Martin Hairer

• Autore: Friz, Peter K.
• Pubblicazione: Cham, : Springer, 2014
• Titolo uniforme: A course on rough paths
• Descrizione fisica: XIV, 251 p. : ill. ; 24 cm
• Soggetto topico: 34Fxx - Ordinary differential equations and systems with randomness [MSC 2020]; 35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020]; 60Hxx - Stochastic analysis [MSC 2020]; 93E03 - Stochastic systems in control theory (general) [MSC 2020]
• Soggetto non controllato: Gaussian processes; Ordinary differential equations; Partial differential equations; Regularity structures; Robust Stochastic Integration; Rough Paths; Stochastic Analysis; Stochastic Partial Differential Equations; Stochastic differential equations
• Altri autori: Hairer, Martin
• Titolo autorizzato: Course on rough paths
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN00103879
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: http://dx.doi.org/10.1007/978-3-319-08332-2
• Serie: Universitext Berlin [etc] . -Springer , 1930-