• Corpus ID: 118823213

Multidimensional Stochastic Processes as Rough Paths: Theory and Applications

  title={Multidimensional Stochastic Processes as Rough Paths: Theory and Applications},
  author={Peter K. Friz and Nicolas Victoir},
Preface Introduction The story in a nutshell Part I. Basics: 1. Continuous paths of bounded variation 2. Riemann-Stieltjes integration 3. Ordinary differential equations (ODEs) 4. ODEs: smoothness 5. Variation and Holder spaces 6. Young integration Part II. Abstract Theory of Rough Paths: 7. Free nilpotent groups 8. Variation and Holder spaces on free groups 9. Geometric rough path spaces 10. Rough differential equations (RDEs) 11. RDEs: smoothness 12. RDEs with drift and other topics Part III… 
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