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With an Introduction to Regularity StructuresPeter K. Friz; Martin Hairer978-3-319-08332-22014 Edition 1- Provides a self-contained and easily accessible introduction to rough path analysis with many exercises
- Focuses on the simplest setting applicable to analysis of stochastic differential equations
- Includes recent applications to stochastic partial differential equations
- Includes supplementary material: sn.pub/extras
€419 €37710% OFF