System Control and Rough Paths (Oxford Mathematical Monographs)

Description

This book describes a completely novel mathematical development which has already influenced probability theory, and has potential for application to engineering and to areas of pure mathematics.


Lyons (mathematics, U. of Oxford and St. Anne's College, UK) and Qian (U. Paul-Sabatier and CNRS, France) provide an account of the mathematics required to model the evolution of a system that is subject to "rough" external forcing, which has now emerged as a body of knowledge called the "theory of rough paths." Coverage includes Lipschitz paths, rough paths, Brownian rough paths, path integration along rough paths, universal limit theorem, and vector fields and flow equations.

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