Differential Equations Driven by Rough Paths: École dÉté de Probabilités de Saint-Flour XXXIV - 2004

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Buy eBook. Buy Softcover. FAQ Policy. About this book Each year young mathematicians congregate in Saint Flour, France, and listen to extended lecture courses on new topics in Probability Theory. Show all.

The Signature of a Path Pages Rough Paths Pages Integration Along Rough Paths Pages Caruana T. Recommended for you. Lyons Michael J.

IMRN 24 rnm, Feyel and A. Friz and N. Theory and Applications.

17. Stochastic Processes II

Cambridge University Press Victoir, Differential equations driven by Gaussian signals. Gubinelli, Controlling rough paths.

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Hu and D. Nualart, Rough path analysis via fractional calculus. Inahama and H. Lejay, An introduction to rough paths.

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Lejay, Yet another introduction to rough paths. Lejay, On rough differential equations. Lyons, Differential equations driven by rough signals. An extension of an inequality of L. Iberoamericana 14 — Lyons and Zhongmin Qian, System control and rough paths. Oxford Mathematical Monographs.

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Lyons, M. Caruana and T.


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Picard Ed. Springer, Berlin — Nualart and A.

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Samko, A. Kilbas and O. Marichev, Fractional integrals and derivatives.

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Gordon and Breach Science Publishers, Yverdon Theory and applications, Edited and with a foreword by S. Nikolski Ed. Stein, Singular integrals and differentiability properties of functions , Princeton Mathematical Series