Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/120952
Rough path analysis: an introduction
Journal Title
Authors
Director/Tutor
Journal ISSN
Volume Title
Related resource
Abstract
[en] This master thesis gives an extensive introduction to the Rough Path Analysis theory presented by Terry Lyons in the late 90’s, which provides a pathwise approach to stochastic calculus. The most important result of this mathematical theory states the continuity of the Itô map with respect to a general control if we move to a new framework where the notion of path is substituted by these more involved objects: the rough paths, and the metric also becomes more complex.
Description
Treballs finals del Màster en Matemàtica Avançada, Facultat de matemàtiques, Universitat de Barcelona, Any: 2016, Director: Marta Sanz
Subject (English)
Citation
Collections
Citation
CANTERO GUARDEÑO, Juan Carlos. Rough path analysis: an introduction. [consulted: 17 of June of 2026]. Available at: https://hdl.handle.net/2445/120952