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.
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Cham, : Springer, 2020 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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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.
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Cham, : Springer, 2014 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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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 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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