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A course on rough pathswith an intro...

Friz, Peter K.

A course on rough pathswith an introduction to regularity structures /

Record Type:	Electronic resources : Monograph/item
Title/Author:	A course on rough pathsby Peter K. Friz, Martin Hairer.
Reminder of title:	with an introduction to regularity structures /
Author:	Friz, Peter K.
other author:	Hairer, Martin.
Published:	Cham :Springer International Publishing :2020.
Description:	xvi, 346 p. :ill., digital ;24 cm.
Contained By:	Springer eBooks
Subject:	Stochastic differential equations.
Online resource:	https://doi.org/10.1007/978-3-030-41556-3
ISBN:	9783030415563$q(electronic bk.)

A course on rough pathswith an introduction to regularity structures /
Friz, Peter K.

A course on rough pathswith an introduction to regularity structures /[electronic resource] :by Peter K. Friz, Martin Hairer. - Second edition. - Cham :Springer International Publishing :2020. - xvi, 346 p. :ill., digital ;24 cm. - Universitext,0172-5939. - Universitext..

1 Introduction -- 2 The space of rough paths -- 3 Brownian motion as a rough path -- 4 Integration against rough paths -- 5 Stochastic integration and Ito's formula -- 6 Doob-Meyer type decomposition for rough paths -- 7 Operations on controlled rough paths -- 8 Solutions to rough differential equations -- 9 Stochastic differential equations -- 10 Gaussian rough paths -- 11 Cameron-Martin regularity and applications -- 12 Stochastic partial differential equations -- 13 Introduction to regularity structures -- 14 Operations on modelled distributions -- 15 Application to the KPZ equation -- References -- Index.

ISBN: 9783030415563$q(electronic bk.)

Standard No.: 10.1007/978-3-030-41556-3doiSubjects--Topical Terms:

185784
Stochastic differential equations.

LC Class. No.: QA274.23 / .F759 2020

Dewey Class. No.: 519.2

A course on rough pathswith an introduction to regularity structures /
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100 1 $a Friz, Peter K. $3 696699
245 1 2 $a A course on rough paths $h [electronic resource] : $b with an introduction to regularity structures / $c by Peter K. Friz, Martin Hairer.
250 $a Second edition.
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2020.
300 $a xvi, 346 p. : $b ill., digital ; $c 24 cm.
490 1 $a Universitext, $x 0172-5939
505 0 $a 1 Introduction -- 2 The space of rough paths -- 3 Brownian motion as a rough path -- 4 Integration against rough paths -- 5 Stochastic integration and Ito's formula -- 6 Doob-Meyer type decomposition for rough paths -- 7 Operations on controlled rough paths -- 8 Solutions to rough differential equations -- 9 Stochastic differential equations -- 10 Gaussian rough paths -- 11 Cameron-Martin regularity and applications -- 12 Stochastic partial differential equations -- 13 Introduction to regularity structures -- 14 Operations on modelled distributions -- 15 Application to the KPZ equation -- References -- Index.
650 0 $a Stochastic differential equations. $3 185784
650 1 4 $a Probability Theory and Stochastic Processes. $3 274061
650 2 4 $a Ordinary Differential Equations. $3 273778
650 2 4 $a Partial Differential Equations. $3 274075
700 1 $a Hairer, Martin. $3 696700
710 2 $a SpringerLink (Online service) $3 273601
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856 4 0 $u https://doi.org/10.1007/978-3-030-41556-3
950 $a Mathematics and Statistics (Springer-11649)