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System control and rough paths /

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This work describes a completely novel mathematical development which has already influenced probability theory, and has potential for application to engineering and to areas of pure mathematics: the evolution of complex non-linear systems subject to rough or rapidly fluctuating stimuli.

Bibliographic Details
Main Authors: Lyons, Terry (Author), Qian, Zhongmin (Author)
Format: eBook
Language:English
Published: Oxford : New York : Clarendon Press ; Oxford University Press, 2002.
Series:Oxford mathematical monographs.
Oxford science publications.
Subjects:
Stochastic processes.
Stochastic Processes
Processus stochastiques.
MATHEMATICS > Probability & Statistics > Stochastic Processes.
Stochastic processes
Systeemtheorie.
Controleleer.
Stochastische processen.
Electronic books.
Online Access:Connect to the full text of this electronic book
Description
Summary:This work describes a completely novel mathematical development which has already influenced probability theory, and has potential for application to engineering and to areas of pure mathematics: the evolution of complex non-linear systems subject to rough or rapidly fluctuating stimuli.
Physical Description:1 online resource (x, 216 pages)
Bibliography:Includes bibliographical references (pages 205-213) and index.
ISBN:9780191523120
0191523127
9780191709395
0191709395