A Course on Rough Paths: With an Introduction to Regularity Structures

by Martin Hairer and Peter K. Friz

With many updates and additional exercises, the second edition of this book continues to provide readers with a gentle introduction to rough path analysis and regularity structures, theories that have yielded many new insights into the analysis of stochastic differential equations, and, most recently, stochastic partial differential equations.

Rough path analysis provides the means for constructing a pathwise solution theory for stochastic...

• Format: Paperback
• Language: English
• ISBN: 3030415554
• ISBN13: 9783030415556
• Release Date: May 2020
• Publisher: Springer
• Length: 346 Pages
• Weight: 1.12 lbs.
• Dimensions: 0.8" x 6.1" x 9.2"