Book contents
- Frontmatter
- Contents
- Preface
- Introduction
- The story in a nutshell
- I Basics
- 1 Continuous paths of bounded variation
- 2 Riemann–Stieltjes integration
- 3 Ordinary differential equations
- 4 ODEs: smoothness
- 5 Variation and Hölder spaces
- 6 Young integration
- II Abstract theory of rough paths
- III Stochastic processes lifted to rough paths
- IV Applications to stochastic analysis
- Appendices
- Frequently used notation
- References
- Index
3 - Ordinary differential equations
from I - Basics
Published online by Cambridge University Press: 05 June 2012
- Frontmatter
- Contents
- Preface
- Introduction
- The story in a nutshell
- I Basics
- 1 Continuous paths of bounded variation
- 2 Riemann–Stieltjes integration
- 3 Ordinary differential equations
- 4 ODEs: smoothness
- 5 Variation and Hölder spaces
- 6 Young integration
- II Abstract theory of rough paths
- III Stochastic processes lifted to rough paths
- IV Applications to stochastic analysis
- Appendices
- Frequently used notation
- References
- Index
Summary
![Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'](https://static.cambridge.org/content/id/urn%3Acambridge.org%3Aid%3Abook%3A9780511845079/resource/name/firstPage-9780511845079c4_p53-67_CBO.jpg)
- Type
- Chapter
- Information
- Multidimensional Stochastic Processes as Rough PathsTheory and Applications, pp. 53 - 67Publisher: Cambridge University PressPrint publication year: 2010