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Those are the notes of a course on rough paths theory taught at Purdue University in Spring 2013. We develop the theory according to its founder Terry Lyons’ point of view and rely on the book by P. Friz and N. Victoir.
Those are the notes of a course on rough paths theory taught at Purdue University in Spring 2013. We develop the theory according to its founder Terry Lyons’ point of view and rely on the book by P. Friz and N. Victoir.