A course on rough paths : with an introduction to regularity structures / Peter K. Friz, Martin Hairer.
Tipo de material:
TextoSeries UniversitextEditor: Cham : Springer International Publishing : Springer, 2014Descripción: xiv, 251 páginas : 2 ilustracionesTipo de contenido: - texto
- computadora
- recurso en línea
- 9783319083322
- QA273.A1-274.9
Contenidos:
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.
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Springer eBooks
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.
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