System Control and Rough Paths

ISBN: 9780198506485 出版年:2007 页码:227 Lyons, Terry Qian, Zhongmin Clarendon Press

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内容简介

0. Preface 1. Introduction 2. Lipschitz paths 3. Rough paths 4. Brownian rough paths 5. Path integration along rough paths 6. Universal limit theoem 7. Vector fields and Flow Equations

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