Course on Rough Paths: A Journey Through Stochastic Analysis

Rough paths are a powerful new tool for studying stochastic processes. They provide a unified framework for understanding a wide range of phenomena, from the motion of a particle in a fluid to the evolution of a financial market.

A Course on Rough Paths: With an Introduction to Regularity Structures (Universitext)

by Peter K. Friz

4.4 out of 5

Language	:	English
File size	:	8840 KB
Screen Reader	:	Supported
Print length	:	362 pages

FREE

This book is a comprehensive to rough paths and their applications in stochastic analysis. It is written in a clear and accessible style, and it is suitable for both graduate students and researchers.

The book begins with a gentle to the basic concepts of rough paths. It then develops the theory of rough differential equations, which are a powerful tool for solving stochastic differential equations.

The book also covers a wide range of applications of rough paths, including:

• The study of stochastic processes in finance
• The analysis of the dynamics of complex systems
• The development of new methods for solving partial differential equations

Rough paths are a fascinating and rapidly developing area of mathematics. This book provides a comprehensive to the subject, and it is an essential resource for anyone who wants to learn about this powerful new tool.

Table of Contents

2. Basic Concepts
3. Rough Differential Equations
4. Applications in Finance
5. Applications in the Dynamics of Complex Systems
6. Applications in Partial Differential Equations

About the Author

Peter K. Friz is a professor of mathematics at the University of Zurich. He is a leading expert in rough paths and their applications in stochastic analysis. He is the author of several books and over 100 research papers.

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A Course on Rough Paths: With an Introduction to Regularity Structures (Universitext)

by Peter K. Friz

4.4 out of 5

Language	:	English
File size	:	8840 KB
Screen Reader	:	Supported
Print length	:	362 pages

FREE