Differential equations driven by rough paths : Ecole d'été de probabilités de Saint-Flour XXXIV-2004 / Terry J. Lyons, Michael Caruana, Thierry Levy |
Autore | Lyons, Terry |
Pubbl/distr/stampa | Berlin, : Springer, 2007 |
Descrizione fisica | XV, 109 p. ; 24 cm |
Altri autori (Persone) |
Caruana, Michael
Lévy, Thierry |
Soggetto topico |
60H05 - Stochastic integrals [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] |
Soggetto non controllato |
Boundary Value Problems
Chen Iterated Integral Coupled Systems Log Signature Ordinary differential equations Probability Theory Rough Differential Equation Stochastic Analysis |
ISBN | 978-35-407-1284-8 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0061435 |
Lyons, Terry | ||
Berlin, : Springer, 2007 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Differential equations driven by rough paths : Ecole d'été de probabilités de Saint-Flour XXXIV-2004 / Terry J. Lyons, Michael Caruana, Thierry Levy |
Autore | Lyons, Terry |
Pubbl/distr/stampa | Berlin, : Springer, 2007 |
Descrizione fisica | XV, 109 p. ; 24 cm |
Altri autori (Persone) |
Caruana, Michael
Lévy, Thierry |
Soggetto topico |
60H05 - Stochastic integrals [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] |
Soggetto non controllato |
Boundary Value Problems
Chen Iterated Integral Coupled Systems Log Signature Ordinary differential equations Probability Theory Rough Differential Equation Stochastic Analysis |
ISBN | 978-35-407-1284-8 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00061435 |
Lyons, Terry | ||
Berlin, : Springer, 2007 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|