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

by Peter K. Friz and Martin Hairer

Lyons' rough path analysis has provided new insights in the analysis of stochastic differential equations and stochastic partial differential equations, such as the KPZ equation. This textbook... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3319083317
• Release Date: September 2014
• Publisher: Springer
• Length: 265 Pages
• Weight: 9.04 lbs.
• Dimensions: 9.3" x 0.6" x 6.1"