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A course on rough paths : with an introduction to regularity structures / Peter K. Friz, Martin Hairer
A course on rough paths : with an introduction to regularity structures / Peter K. Friz, Martin Hairer
Autore Friz, Peter K.
Edizione [2. ed]
Pubbl/distr/stampa Cham, : Springer, 2020
Descrizione fisica xvi, 346 p. : ill. ; 24 cm
Altri autori (Persone) Hairer, Martin
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
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN0248552
Friz, Peter K.  
Cham, : Springer, 2020
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
A course on rough paths : with an introduction to regularity structures / Peter K. Friz, Martin Hairer
A course on rough paths : with an introduction to regularity structures / Peter K. Friz, Martin Hairer
Autore Friz, Peter K.
Pubbl/distr/stampa Cham, : Springer, 2014
Descrizione fisica XIV, 251 p. : ill. ; 24 cm
Altri autori (Persone) Hairer, Martin
Soggetto topico 60Hxx - Stochastic analysis [MSC 2020]
35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020]
34Fxx - Ordinary differential equations and systems with randomness [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
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN0103879
Friz, Peter K.  
Cham, : Springer, 2014
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Computation and Combinatorics in Dynamics, Stochastics and Control : The Abel Symposium, Rosendal, Norway, August 2016 / Elena Celledoni ... [et al.] editors
Computation and Combinatorics in Dynamics, Stochastics and Control : The Abel Symposium, Rosendal, Norway, August 2016 / Elena Celledoni ... [et al.] editors
Pubbl/distr/stampa Cham, : Springer, 2018
Descrizione fisica xi, 737 p. : ill. ; 24 cm
Soggetto topico 16Wxx - Associative and algebras with additional structure [MSC 2020]
17D25 - Lie-admissible algebras [MSC 2020]
60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020]
37E20 - Universality and renormalization of dynamical systems [MSC 2020]
35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020]
93C10 - Nonlinear systems in control theory [MSC 2020]
76M35 - Stochastic analysis applied to problems in fluid mechanics [MSC 2020]
15Axx - Basic linear algebra [MSC 2020]
Soggetto non controllato Free probability
Geometric integration theory
Hopf algebras
Nonlinear feedback systems
Ordinary differential equations
Random matrices
Regularity structures
Renormalization
Rough Paths
Shape Analysis
Stochastic differential equations
Universality
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN0124610
Cham, : Springer, 2018
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui