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

• Autore: Friz, Peter K.
• Pubblicazione: Cham, : Springer, 2020
• Titolo uniforme: A course on rough paths
• Edizione: 2. ed
• Descrizione fisica: xvi, 346 p. : ill. ; 24 cm
• Soggetto topico: 60-XX - Probability theory and stochastic processes [MSC 2020]; 60H10 - Stochastic ordinary differential equations [MSC 2020]; 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020]; 60L20 - Rough paths [MSC 2020]; 60L90 - Applications of rough analysis [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.: VAN0248552
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: http://doi.org/10.1007/978-3-030-41556-3
• Serie: Universitext Berlin [etc] . -Springer , 1930-