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Book review "A Course on Rough Paths: With an Introduction to Regularity Structures"
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.
Cited literature [3 references]
https://hal.inria.fr/hal-02959775
Contributor : Antoine Lejay Connect in order to contact the contributor
Submitted on : Thursday, October 8, 2020 - 4:01:33 PM
Last modification on : Saturday, October 16, 2021 - 11:18:03 AM
Long-term archiving on: : Saturday, January 9, 2021 - 7:02:31 PM
Contributor : Antoine Lejay Connect in order to contact the contributor
Submitted on : Thursday, October 8, 2020 - 4:01:33 PM
Last modification on : Saturday, October 16, 2021 - 11:18:03 AM
Long-term archiving on: : Saturday, January 9, 2021 - 7:02:31 PM
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book_review.pdf
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