Book section
Rough paths, signatures and the modelling of functions on streams
- Abstract:
-
Rough path theory is focused on capturing and making precise the interactions between highly oscillatory and non-linear systems. The techniques draw particularly on the analysis of LC Young and the geometric algebra of KT Chen. The concepts and theorems, and the uniform estimates, have found widespread application; the first applications gave simplified proofs of basic questions from the large deviation theory and substantially extending Ito’s theory of SDEs; the recent applications contribut...
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- Publication status:
- Published
- Peer review status:
- Reviewed (other)
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Authors
Bibliographic Details
- Publisher:
- Kyung Moon SA
- Host title:
- Proceedings of the International Congress of Mathematicians Seoul 2014
- Publication date:
- 2014-01-01
- ISBN-10:
- 896105807X
- ISBN-13:
- 9788961058070
Item Description
- Keywords:
- Pubs id:
-
pubs:745772
- UUID:
-
uuid:05191b9a-24f1-4407-9d94-fb1a96f63b9d
- Local pid:
- pubs:745772
- Source identifiers:
-
745772
- Deposit date:
- 2017-11-15
Terms of use
- Copyright holder:
- Seoul ICM 2014 Organizing Committee
- Copyright date:
- 2014
- Notes:
- © 2014 by SEOUL ICM 2014 Organizing Committee.
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