{"product_id":"a-course-on-rough-paths-peter-k-friz-9783030415556","title":"A Course on Rough Paths: With an Introduction to Regularity Structures","description":"\u003cp\u003eWith many updates and additional exercises, the second edition of this book continues to provide readers with a gentle introduction to rough path analysis and regularity structures, theories that have yielded many new insights into the analysis of stochastic differential equations, and, most recently, stochastic partial differential equations.\u003c\/p\u003e\u003cp\u003eRough path analysis provides the means for constructing a pathwise solution theory for stochastic differential equations which, in many respects, behaves like the theory of deterministic differential equations and permits a clean break between analytical and probabilistic arguments. Together with the theory of regularity structures, it forms a robust toolbox, allowing the recovery of many classical results without having to rely on specific probabilistic properties such as adaptedness or the martingale property.\u003c\/p\u003e\u003cp\u003eEssentially self-contained, this textbook puts the emphasis on ideas and short arguments, rather than aiming for the strongest possible statements. A typical reader will have been exposed to upper undergraduate analysis and probability courses, with little more than Itô-integration against Brownian motion required for most of the text.\u003c\/p\u003e\u003cp\u003e\u003cbr\u003e\u003c\/p\u003e\u003cp\u003eFrom the reviews of the first edition: \u003c\/p\u003e\u003cp\u003e\"Can easily be used as a support for a graduate course ... Presents in an accessible way the unique point of view of two experts who themselves have largely contributed to the theory\" - Fabrice Baudouin in the \u003ci\u003eMathematical Reviews\u003c\/i\u003e\u003c\/p\u003e\u003cp\u003e\"It is easy to base a graduate course on rough paths on this ... A researcher who carefully works her way through all of the exercises will have a very good impression of the current state of the art\" - Nicolas Perkowski in \u003ci\u003eZentralblatt MATH\u003c\/i\u003e\u003ci\u003e\u003cbr\u003e\u003c\/i\u003e\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Peter K. Friz, Martin Hairer\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 3030415554\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9783030415556\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Springer\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 05\/28\/2020\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 346\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.12lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.21h x 6.14w x 0.75d","brand":"Peter K. Friz","offers":[{"title":"Paperback","offer_id":43941901140223,"sku":"9783030415556","price":59.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/products\/img_599f4b51-e9b0-473d-93a9-4364806ac2a1.jpg?v=1681455612","url":"https:\/\/www.whiterainbookhouse.com\/products\/a-course-on-rough-paths-peter-k-friz-9783030415556","provider":"WR Book House","version":"1.0","type":"link"}