• Corpus ID: 117884638

A Course on Rough Paths: With an Introduction to Regularity Structures

  title={A Course on Rough Paths: With an Introduction to Regularity Structures},
  author={Peter K. Friz and Martin Hairer},
Introduction.- The space of rough paths.- Brownian motion as a rough path.- Integration against rough paths.- Stochastic integration and Ito's formula.- Doob-Meyer type decomposition for rough paths.- Operations on controlled rough paths.- Solutions to rough differential equations.- Stochastic differential equations.- Gaussian rough paths.- Cameron-Martin regularity and applications.- Stochastic partial differential equations.- Introduction to regularity structures.- Operations on modelled… 
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