Introduction to rough paths theory

Published 9 Feb 2023 in math.PR | (2302.04653v2)

Abstract: 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 consise overview to Lyon's theory of rough paths with a special focus on applications to stochastic differential equations.

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