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A Course on Rough Paths [[electronic resource] ] : With an Introduction to Regularity Structures / / by Peter K. Friz, Martin Hairer
| A Course on Rough Paths [[electronic resource] ] : With an Introduction to Regularity Structures / / by Peter K. Friz, Martin Hairer |
| Autore | Friz Peter K |
| Edizione | [2nd ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (354 pages) : illustrations |
| Disciplina | 519.2 |
| Collana | Universitext |
| Soggetto topico |
Probabilities
Differential equations Partial differential equations Probability Theory and Stochastic Processes Ordinary Differential Equations Partial Differential Equations |
| ISBN | 3-030-41556-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Introduction -- 2 The space of rough paths -- 3 Brownian motion as a rough path -- 4 Integration against rough paths -- 5 Stochastic integration and Itô’s formula -- 6 Doob–Meyer type decomposition for rough paths -- 7 Operations on controlled rough paths -- 8 Solutions to rough differential equations -- 9 Stochastic differential equations -- 10 Gaussian rough paths -- 11 Cameron–Martin regularity and applications -- 12 Stochastic partial differential equations -- 13 Introduction to regularity structures -- 14 Operations on modelled distributions -- 15 Application to the KPZ equation -- References -- Index. |
| Record Nr. | UNISA-996418274903316 |
Friz Peter K
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
A Course on Rough Paths : With an Introduction to Regularity Structures / / by Peter K. Friz, Martin Hairer
| A Course on Rough Paths : With an Introduction to Regularity Structures / / by Peter K. Friz, Martin Hairer |
| Autore | Friz Peter K |
| Edizione | [2nd ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (354 pages) : illustrations |
| Disciplina |
519.2
519.22 |
| Collana | Universitext |
| Soggetto topico |
Probabilities
Differential equations Partial differential equations Probability Theory and Stochastic Processes Ordinary Differential Equations Partial Differential Equations |
| ISBN | 3-030-41556-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Introduction -- 2 The space of rough paths -- 3 Brownian motion as a rough path -- 4 Integration against rough paths -- 5 Stochastic integration and Itô’s formula -- 6 Doob–Meyer type decomposition for rough paths -- 7 Operations on controlled rough paths -- 8 Solutions to rough differential equations -- 9 Stochastic differential equations -- 10 Gaussian rough paths -- 11 Cameron–Martin regularity and applications -- 12 Stochastic partial differential equations -- 13 Introduction to regularity structures -- 14 Operations on modelled distributions -- 15 Application to the KPZ equation -- References -- Index. |
| Record Nr. | UNINA-9910484562503321 |
|
Friz Peter K
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A Course on Rough Paths : With an Introduction to Regularity Structures / / by Peter K. Friz, Martin Hairer
| A Course on Rough Paths : With an Introduction to Regularity Structures / / by Peter K. Friz, Martin Hairer |
| Autore | Friz Peter K |
| Edizione | [1st ed. 2014.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 |
| Descrizione fisica | 1 online resource (XIV, 251 p. 2 illus.) |
| Disciplina | 519.2 |
| Collana | Universitext |
| Soggetto topico |
Probabilities
Differential equations Partial differential equations Probability Theory and Stochastic Processes Ordinary Differential Equations Partial Differential Equations |
| ISBN | 3-319-08332-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNINA-9910299967303321 |
|
Friz Peter K
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||