Book review "A Course on Rough Paths: With an Introduction to Regularity Structures"
Résumé
This review concerns the book A course on rough paths — With an introduction to regularity structures by P.K. Friz and M Hairer which contains an introduction to both the theory of rough paths and the theory of regularity structures and develop their applications to integration theory, stochastic analysis and mathematical finance, among others.
Origine | Fichiers produits par l'(les) auteur(s) |
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