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文件名称：A Course on Rough Paths
文件大小：2.45MB
文件格式：PDF
更新时间：2018-09-27 15:47:07
A Course on Rough Paths
This book does not have the ambition to provide an exhaustive description of the
theory of rough paths, but rather to complement the existing literature on the subject.
As a consequence, there are a number of aspects that we chose not to touch, or to do
so only barely. One omission is the study of rough paths of arbitrarily low regularity:
we do provide hints at the general theory at the end of several chapters, but these are
self-contained and can be skipped without impacting the understanding of the rest
of the book. Another serious omission concerns the systematic study of signatures,
that is the collection of all iterated integrals over a fixed interval associated to a
sufficiently regular path, providing an intriguing nonlinear characterisation.