Autor:	Bailleul, Ismael
Rok vydání:	2014
Předmět:	Mathematics - Classical Analysis and ODEs Mathematics - Probability
Druh dokumentu:	Working Paper
Popis:	These are lecture notes for a Master 2 course on rough differential equations driven by weak geometric Holder p-rough paths, for any p>2. They provide a short, self-contained and pedagogical account of the theory, with an emphasis on flows. The theory is illustrated by some now classical applications to stochastic analysis, such as the basics of Freidlin-Wentzel theory of large deviations for diffusions, or Stroock and Varadhan support theorem. Comment: 63 pages
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1404.0890 Zobrazit plný text záznamu View this record from Arxiv