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020			_a9783030415556
040			_aNISER LIBRARY _beng _cNISER LIBRARY
082			_a519.21 _bFRI-C
100			_aFriz, Peter K.
245			_aCourse on rough paths : _bwith an introduction to regularity structures
250			_a2nd edition
260			_aCham, Switzerland : _bSpringer, _c2020.
300			_axvi, 346 pages : _billustrations.
490			_aUniversitext, _x0172-5939
504			_aIncludes bibliographical references and index
520			_aWith 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. 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. 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			_aStochastic differential equations
650			_aStochastic analysis
650			_aRough paths
650			_aRobust stochastic integration
650			_aGaussian processes
650			_aPartial differential equations
700			_aHairer, Martin
856			_3Table of contents _uhttps://link.springer.com/content/pdf/bfm:978-3-030-41556-3/1
856			_3Reviews _uhttps://www.goodreads.com/book/show/50690515-a-course-on-rough-paths?ref=nav_sb_ss_1_13#CommunityReviews
942			_2udc _cBK
999			_c35954 _d35954