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...

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Detalhes bibliográficos
Autor principal: Lyons, T
Outros Autores: Jang, S
Formato: Book section
Publicado em: Kyung Moon SA 2014