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A Course on Rough Paths: With an Introduction to Regularity Structures (Univers,
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eBay item number:386873128107
Item specifics
- Condition
- Good
- Seller Notes
- “Used book in good condition. Shows typical wear. Quick shipping. Satisfaction guaranteed!”
- ISBN
- 9783030415556
- Publication Year
- 2020
- Series
- Universitext Ser.
- Type
- Textbook
- Format
- Trade Paperback
- Language
- English
- Publication Name
- Course on Rough Paths : with an Introduction to Regularity Structures
- Item Length
- 9.3in
- Publisher
- Springer International Publishing A&G
- Item Width
- 6.1in
- Item Weight
- 19.6 Oz
- Number of Pages
- Xvi, 346 Pages
About this product
Product Information
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. 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. From the reviews of the first edition: "Can easily be used as a support for a graduate course ... Presents in an accessible way the unique point of view of two experts who themselves have largely contributed to the theory" - Fabrice Baudouin in the Mathematical Reviews "It is easy to base a graduate course on rough paths on this ... A researcher who carefully works her way through all of the exercises will have a very good impression of the current state of the art" - Nicolas Perkowski in Zentralblatt MATH
Product Identifiers
Publisher
Springer International Publishing A&G
ISBN-10
3030415554
ISBN-13
9783030415556
eBay Product ID (ePID)
27038578644
Product Key Features
Publication Name
Course on Rough Paths : with an Introduction to Regularity Structures
Format
Trade Paperback
Language
English
Publication Year
2020
Series
Universitext Ser.
Type
Textbook
Number of Pages
Xvi, 346 Pages
Dimensions
Item Length
9.3in
Item Width
6.1in
Item Weight
19.6 Oz
Additional Product Features
Number of Volumes
1 Vol.
Lc Classification Number
Qa273.A1-274.9
Edition Number
2
Table of Content
1 Introduction.- 2 The space of rough paths.- 3 Brownian motion as a rough path.- 4 Integration against rough paths.- 5 Stochastic integration and Itô's formula.- 6 Doob-Meyer type decomposition for rough paths.- 7 Operations on controlled rough paths.- 8 Solutions to rough differential equations.- 9 Stochastic differential equations.- 10 Gaussian rough paths.- 11 Cameron-Martin regularity and applications.- 12 Stochastic partial differential equations.- 13 Introduction to regularity structures.- 14 Operations on modelled distributions.- 15 Application to the KPZ equation.- References.- Index.
Copyright Date
2020
Topic
Differential Equations / General, Probability & Statistics / General, General
Dewey Decimal
519.22
Dewey Edition
23
Illustrated
Yes
Genre
Mathematics
Item description from the seller
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eBay item number:386873128107
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$10 shipping and took over 2 weeks, refused to give tracking number, the cover is bent but they did not disclose that, poorly packaged and arrived open, overall bad experience and customer service- they just send copy and paste messages. I would avoid this seller.