A course on rough paths (Record no. 559534)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02016 a2200229 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20181030124106.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 181030b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9783319083315 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | IIT Kanpur |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.2 |
| Item number | F919c |
| 100 ## - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Friz, Peter K. |
| 245 ## - TITLE STATEMENT | |
| Title | A course on rough paths |
| Remainder of title | with an introduction to regularity structures |
| Statement of responsibility, etc | Peter K. Friz and Martin Hairer |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher | Springer |
| Year of publication | 2014 |
| Place of publication | Switzerland |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | xiv, 251p |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE | |
| Title | Universitext / edited by Sheldon Axler |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Lyons’ rough path analysis has provided new insights in the analysis of stochastic differential equations and stochastic partial differential equations, such as the KPZ equation. This textbook presents the first thorough and easily accessible introduction to rough path analysis. When applied to stochastic systems, rough path analysis provides a means to construct a pathwise solution theory which, in many respects, behaves much like the theory of deterministic differential equations and provides a clean break between analytical and probabilistic arguments. It provides a toolbox allowing to recover many classical results without using specific probabilistic properties such as predictability or the martingale property. The study of stochastic PDEs has recently led to a significant extension – the theory of regularity structures – and the last parts of this book are devoted to a gentle introduction. Most of this course is written as an essentially self-contained textbook, with an emphasis on ideas and short arguments, rather than pushing for the strongest possible statements. A typical reader will have been exposed to upper undergraduate analysis courses and has some interest in stochastic analysis. For a large part of the text, little more than Itô integration against Brownian motion is required as background. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Mathematical statistics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Partial differential equations |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Hairer, Martin |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Permanent Location | Current Location | Date acquired | Source of acquisition | Cost, normal purchase price | Full call number | Accession Number | Cost, replacement price | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| General Stacks | PK Kelkar Library, IIT Kanpur | PK Kelkar Library, IIT Kanpur | 2018-11-26 | 63 | 3069.33 | 519.2 F919c | A183982 | 4650.50 | Books |