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Séminaire de Probabilités XXXVII

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The 37th Séminaire de Probabilités contains A. Lejay’s advanced course which is a pedagogical introduction to works by T. Lyons and others on stochastic integrals and SDEs driven by deterministic rough paths.

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The 37th Séminaire de Probabilités contains A. Lejay’s advanced course which is a pedagogical introduction to works by T. Lyons and others on stochastic integrals and SDEs driven by deterministic rough paths.

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Hardcover, Softcover

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Book information

Edition
1st Edition
ISBN [Softcover]
9783540205203
Publisher
Springer
Year
2003
Pages
XIV, 454 p.
Series Title
Lecture Notes in Mathematics
Language
English
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