Introduction to rough paths theory
Probability
2023-10-12 v2
Abstract
These notes are an extended version of the course "Introduction to rough paths theory" given at the XXV Brazilian School of Probability in Campinas in August 2022. Their aim is to give a consise overview to Lyon's theory of rough paths with a special focus on applications to stochastic differential equations.
Keywords
Cite
@article{arxiv.2302.04653,
title = {Introduction to rough paths theory},
author = {Mazyar Ghani Varzaneh and Sebastian Riedel},
journal= {arXiv preprint arXiv:2302.04653},
year = {2023}
}