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Book review "A Course on Rough Paths: With an Introduction to Regularity Structures"

Antoine Lejay 1, 2
1 IECL - Institut Élie Cartan de Lorraine
2 TOSCA - TO Simulate and CAlibrate stochastic models
CRISAM - Inria Sophia Antipolis - Méditerranée , IECL - Institut Élie Cartan de Lorraine : UMR7502
Abstract : 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.
Keywords : Brownian rough path KPZ equation regularity structure rough paths
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https://hal.inria.fr/hal-02959775
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Submitted on : Thursday, October 8, 2020 - 4:01:33 PM
Last modification on : Tuesday, October 13, 2020 - 8:35:44 AM

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CNRS | TDS-MACS | UNIV-LORRAINE | INSMI | IECN | INRIA | UNIV-COTEDAZUR

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Antoine Lejay. Book review "A Course on Rough Paths: With an Introduction to Regularity Structures". 2020, pp.2. ⟨10.1080/14697688.2020.1828611⟩. ⟨hal-02959775⟩

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