Differential Equations Driven by Rough Paths : Ecole d’Ete de Probabilites de Saint-Flour XXXIV-2004
2007 ed.
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Each year young mathematicians congregate in Saint Flour, France, and listen to extended lecture courses on new topics in Probability Theory.
The goal of these notes, representing a course given by Terry Lyons in 2004, is to provide a straightforward and self supporting but minimalist account of the key results forming the foundation of the theory of rough paths.
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