Introduction to rough paths theory. (English) Zbl 07856282
Summary: These notes are an extended version of the course “Introduction to rough paths theory” given at the XXV Brazilian School of Probability in Campinas in August 2022. Their aim is to give a concise overview to Lyons’ theory of rough paths with a special focus on applications to stochastic differential equations.
MSC:
60L20 | Rough paths |