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

Domains

Mathematics [math] Probability [math.PR] Mathematics [math] Dynamical Systems [math.DS] Mathematics [math] Analysis of PDEs [math.AP]
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Antoine Lejay  : Connect in order to contact the contributor

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Submitted on : Tuesday, January 4, 2022-9:48:40 AM

Last modification on : Friday, March 24, 2023-2:53:25 PM

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Dates and versions

hal-03475899 , version 1 (11-12-2021)
hal-03475899 , version 2 (04-01-2022)

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  • HAL Id : hal-03475899 , version 2

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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. ⟨hal-03475899v2⟩

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