Book Review: a Course on Rough Paths - With an Introduction to Regularity Structures (Peter K. Friz and Martin Hairer) - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Journal Articles Bulletin of the American Mathematical Society Year : 2021

Book Review: a Course on Rough Paths - With an Introduction to Regularity Structures (Peter K. Friz and Martin Hairer)

Abstract

We give a review of the book A course on rough paths-With an introduction to regularity structures (2nd edition) by P.K. Friz and M Hairer with a brief insight of some current developments in the field as well as their usefulness in the context of stochastic calculus.
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hal-03475899 , version 1 (11-12-2021)
hal-03475899 , version 2 (04-01-2022)

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Antoine Lejay. Book Review: a Course on Rough Paths - With an Introduction to Regularity Structures (Peter K. Friz and Martin Hairer). Bulletin of the American Mathematical Society, In press, 59 (2), pp.283-287. ⟨10.1090/bull/1763⟩. ⟨hal-03475899v2⟩
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