Differential equations driven by rough paths: École d'été de probabilités de Saint-Flour XXXIV-2004/

Lyons, T. J. 1953-

Differential equations driven by rough paths: École d'été de probabilités de Saint-Flour XXXIV-2004/ Terry J. Lyons, Michael Caruana, Thierry Lévy. - Berlin; New York: Springer, c2007. - xviii, 109: ill.; 24 cm. - Lecture notes in mathematics; 1908, 0075-8434 . - Lecture notes in mathematics (Springer-Verlag); 1908. .

Lecture given by Prof. Lyons at the 34th Probability Summer School in Saint-Flour; written with the help of Michael Caruana and Thierry Lévy.

Includes bibliographical references (p. [95]-99) and index.

9783540712848 (v. 34 : pbk.) 3540712844 (v. 34 : pbk.)

2007922938


Differential equations.
Stochastic processes.
Probabilités.
Differentiaalvergelijkingen.
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