Friz, Peter K, <br/><br/>
A course on rough paths :  with an introduction to regularity structures / 
Peter K. Friz, Martin Hairer. 
 - xiv, 251 páginas :  2 ilustraciones 
 - Universitext,  0172-5939 .
<br/><br/> Springer eBooks 
<br/><br/>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. 
<br/><br/><label>ISBN: </label>9783319083322 
<br/><br/><label>LC Class. No.: </label>QA273.A1-274.9