Sanz-Solé, MartaCantero Guardeño, Juan Carlos2018-03-212018-03-212016-09-10https://hdl.handle.net/2445/120952Treballs finals del Màster en Matemàtica Avançada, Facultat de matemàtiques, Universitat de Barcelona, Any: 2016, Director: Marta Sanz[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.71 p.application/pdfengcc-by-nc-nd (c) Juan Carlos Cantero Guardeño, 2016http://creativecommons.org/licenses/by-nc-nd/3.0/es/Anàlisi estocàsticaMoviment browniàTreballs de fi de màsterTeoremes de límit (Teoria de probabilitats)Analyse stochastiqueBrownian movementsMaster's thesesLimit theorems (Probability theory)info:eu-repo/semantics/masterThesisinfo:eu-repo/semantics/openAccess