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System control and rough paths

Author: Terry Lyons; Zhongmin Qian
Publisher: Oxford : Clarendon Press ; New York : Oxford University Press, 2002.
Series: Oxford mathematical monographs.; Oxford science publications.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
This work describes a completely novel mathematical development which has already influenced probability theory, and has potential for application to engineering and to areas of pure mathematics: the evolution of complex non-linear systems subject to rough or rapidly fluctuating stimuli.
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Lyons, Terry.
System control and rough paths.
Oxford : Clarendon Press ; New York : Oxford University Press, 2002
(DLC) 2003268599
(OCoLC)51483643
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Terry Lyons; Zhongmin Qian
ISBN: 9780191523120 0191523127
OCLC Number: 302357701
Description: 1 online resource (x, 216 pages).
Contents: 0. Preface ; 1. Introduction ; 2. Lipschitz paths ; 3. Rough paths ; 4. Brownian rough paths ; 5. Path integration along rough paths ; 6. Universal limit theoem ; 7. Vector fields and Flow Equations
Series Title: Oxford mathematical monographs.; Oxford science publications.
Responsibility: Terry Lyons and Zhongmin Qian.
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Abstract:

This book describes a completely novel mathematical development which has already influenced probability theory, and has potential for application to engineering and to areas of pure mathematics.  Read more...

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This book is very interesting and provides a theoretical platform for further developments. * Zentralblatt MATH *

 
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