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INTRODUCTION

Terry Lyons and Zhongmin Qian

in System Control and Rough Paths

Published in print:
2002
Published Online:
September 2007
ISBN:
9780198506485
eISBN:
9780191709395
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198506485.003.0001
Subject:
Mathematics, Probability / Statistics

The concept of a differential equation controlled by a rough path can be motivated by quite simple examples. One such example is a linear system driven by two-dimensional noise. This example is ... More


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