A Course on Rough Paths: With an Introduction to Regularity Structures, Second Edition by Peter K. Friz
English | PDF | 2020 | 354 Pages | ISBN : 3030415554 | 4.27 MB
With many updates and additional exercises, the second edition of this book continues to provide readers with a gentle introduction to rough path analysis and regularity structures, theories that have yielded many new insights into the analysis of stochastic differential equations, and, most recently, stochastic partial differential equations.