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Differential equations driven by rough paths

By: Material type: TextTextLanguage: English Series: Lecture notes in mathematics; v 1908Publication details: Berlin Springer-Verlag 2007Description: xv,109pISBN:
  • 978-3-540-71284-8
Subject(s): DDC classification:
  • 515.35 Su955
Summary: The theory of rough paths aims to create the appropriate mathematical framework for expressing the relationships between evolving systems, by extending classical calculus to the natural models for noisy evolving systems, which are often far from differentiable.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata 515.35 Su955 (Browse shelf(Opens below)) Available 127959
Total holds: 0

The theory of rough paths aims to create the appropriate mathematical framework for expressing the relationships between evolving systems, by extending classical calculus to the natural models for noisy evolving systems, which are often far from differentiable.

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