System Control and Rough Paths
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Publication:4788284
DOI10.1093/acprof:oso/9780198506485.001.0001zbMath1029.93001OpenAlexW100459338WikidataQ55921069 ScholiaQ55921069MaRDI QIDQ4788284
Terence J. Lyons, Zhongmin Qian
Publication date: 21 January 2003
Full work available at URL: https://doi.org/10.1093/acprof:oso/9780198506485.001.0001
complexitystochastic processesintegration theorypath integrationiterated integralsWiener spacerough pathsBrownian motionstangent spacecontinuity resulthigher order increments
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Stochastic systems in control theory (general) (93E03) Stochastic integrals (60H05)
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