System Control and Rough Paths (Hardcover) (ISBN-13: 9780198506485)

This book 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. Intended for probabilists, mathematicians and engineers with a mathematical background from graduate level onwards, this book develops the evolution of complex non-linear systems subject to rough or rapidly fluctuating stimuli. Attention is focussed on an analysis of the relationship between the stimulus and the short to medium term evolution of a receiver. The core result of the book is a continuity theorum that proves that the response of the system depends continuously on these nilpotent elements.

Author: Terry Lyons, Zhongmin Qian
ISBN-10: 0198506481
ISBN-13: 9780198506485
Publisher: OUP Oxford
Language: English
Published: 02/06/2003
Pages: 228
Format: Hardcover
Weight: 1.15lbs
Size: 9.44h x 6.46w x 0.71d