System Control and Rough Paths (Computer file, 2007) []
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System Control and Rough Paths

System Control and Rough Paths

Author: Terry Lyons; Zhongmin Qian
Publisher: Oxford : Oxford Univ. Press, 2007.
Series: Oxford Scholarship Online
Edition/Format:   Computer file : EnglishView all editions and formats

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.


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Material Type: Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Terry Lyons; Zhongmin Qian
ISBN: 9780198506485 0198506481
OCLC Number: 613428082
Notes: Gesehen am: 31.01.2008.
Description: Online-Ressource.
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 Scholarship Online


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

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