System control and rough paths
By: Terry Lyons and Zhongmin Qian.
Contributors: Qian, Zhongmin.
Series: Oxford mathematical monographs; Oxford science publications
Publisher: Clarendon Press; Oxford University Press
Published: 2002
Place of publication: Oxford; New York
Language: eng
Number of pages: 216
Subjects: Stochastic processes.
Description: This work describes a completely novel mathematical development which has already influenced probability theory, and has potential for application to engineering and to areas of pure mathematics: the evolution of complex non-linear systems subject to rough or rapidly fluctuating stimuli.
Notes: Includes bibliographic references (p. 205-213) and index.