Differential Equations Driven by Rough Paths
Subtitle: Ecole dEté de Probabilités de Saint-Flour XXXIV-2004 (Lecture Notes in Mathematics / Ecole d'Eté Probabilit.Saint-Flour)
Edition: 1 edition
Publisher: Springer
Published: June 12, 2007
Language: eng
Format: Paperback
Number of pages: 116
ISBN-13: 9783540712848
Subjects: Differential Equations; Mathematics; Science/Mathematics; Probability & Statistics - General; 60H10, 60H05, 34A99, 60H30; Chen Iterated Integral; Coupled Systems; Log Signature; Mathematics / Statistics; Rough Differential Equation; Stochastic Analysis