Rough paths, signatures and the modelling of functions on streams

Rough path theory is focused on capturing and making precise the interactions between highly oscillatory and non-linear systems. The techniques draw particularly on the analysis of LC Young and the geometric algebra of KT Chen. The concepts and theorems, and the uniform estimates, have found widespr...

Szczegółowa specyfikacja

Opis bibliograficzny
1. autor: Lyons, T
Kolejni autorzy: Jang, S
Format: Book section
Wydane: Kyung Moon SA 2014