During the Fall 2017, I will be teaching rough paths theory at the University of Connecticut. The course will be mainly based on those   notes and the lectures already posted on this blog in 2013 (when I first taught the class at Purdue University).

Since I first taught the class, the theory of rough paths has found many further applications. A natural and far reaching development is the theory of regularity structures for which Martin Hairer was awarded the Fields medal in 2014 (see my post)  . I will therefore update the lectures to reflect those developments. A good introduction to the theory of regularity structures is the book by Peter Friz and Martin Hairer which I will be using as a complement reading.