System Control and Rough Paths
Hardback or Cased Book 228 pages Feb 06, 2003
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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
- Publisher:
- Clarendon Press
- Publication Date:
- Feb 06, 2003
- Number of pages:
- 228 pages
- Binding:
- Hardback or Cased Book
- ISBN-10:
- 0198506481
- ISBN-13:
- 9780198506485