Differential Equations Driven by Rough Paths
Publication year: 2007
: 978-3-540-71285-5
The goal of these notes is to provide a straightforward and self supporting but minimalist account of the key results forming the foundation of the theory of rough paths.
: Mathematics and Statistics, Boundary value problem, Chen Iterated Integral, Coupled Systems, Log Signature, Probability theory, Rough Differential Equation, Stochastic Analysis
