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  • Keywords: infinite dimensional stochastic differential equation x
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System Control and Rough Paths

Terry Lyons and Zhongmin Qian

Published in print:
2002
Published Online:
September 2007
ISBN:
9780198506485
eISBN:
9780191709395
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198506485.001.0001
Subject:
Mathematics, Probability / Statistics

Systems evolve and interact, and when they do this in a continuous way, differential equations can be used to provide accurate mathematical models for the interaction or reaction of the controlled ... More


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