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Article Dans Une Revue Bulletin of the American Mathematical Society Année : 2021

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

Résumé

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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Dates et versions

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

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  • HAL Id : hal-03475899 , version 1

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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-03475899v1⟩
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