MARC details
| 000 -LEADER |
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| fixed length control field |
02367nam a22003257a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20250324195028.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
250318b |||||||| |||| 00| 0 hin d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9783030415556 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
NISER LIBRARY |
| Language of cataloging |
eng |
| Transcribing agency |
NISER LIBRARY |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
519.21 |
| Item number |
FRI-C |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Friz, Peter K. |
| 245 ## - TITLE STATEMENT |
|---|
| Title |
Course on rough paths : |
| Remainder of title |
with an introduction to regularity structures |
| 250 ## - EDITION STATEMENT |
|---|
| Edition statement |
2nd edition |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc. |
Cham, Switzerland : |
| Name of publisher, distributor, etc. |
Springer, |
| Date of publication, distribution, etc. |
2020. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xvi, 346 pages : |
| Other physical details |
illustrations. |
| 490 ## - SERIES STATEMENT |
|---|
| Series statement |
Universitext, |
| International Standard Serial Number |
0172-5939 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references and index |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
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.<br/><br/>Rough path analysis provides the means for constructing a pathwise solution theory for stochastic differential equations which, in many respects, behaves like the theory of deterministic differential equations and permits a clean break between analytical and probabilistic arguments. Together with the theory of regularity structures, it forms a robust toolbox, allowing the recovery of many classical results without having to rely on specific probabilistic properties such as adaptedness or the martingale property.<br/><br/>Essentially self-contained, this textbook puts the emphasis on ideas and short arguments, rather than aiming for the strongest possible statements. A typical reader will have been exposed to upper undergraduate analysis and probability courses, with little more than Itô-integration against Brownian motion required for most of the text. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Stochastic differential equations |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Stochastic analysis |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Rough paths |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Robust stochastic integration |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Gaussian processes |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Partial differential equations |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Hairer, Martin |
| 856 ## - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Table of contents |
| Uniform Resource Identifier |
<a href="https://link.springer.com/content/pdf/bfm:978-3-030-41556-3/1">https://link.springer.com/content/pdf/bfm:978-3-030-41556-3/1</a> |
| 856 ## - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
Reviews |
| Uniform Resource Identifier |
<a href="https://www.goodreads.com/book/show/50690515-a-course-on-rough-paths?ref=nav_sb_ss_1_13#CommunityReviews">https://www.goodreads.com/book/show/50690515-a-course-on-rough-paths?ref=nav_sb_ss_1_13#CommunityReviews</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Universal Decimal Classification |
| Koha item type |
Book |
