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A course on rough paths: With an introduction to regularity structures; Second edition by Peter K. Friz and Martin Hairer

Bull. Amer. Math. Soc. 59 (2022), 283-287

Additional book information: Universitext, Springer, Cham, 2020, xvi+346 pp., ISBN 978-3-030-41556-3; ISBN 978-3-030-41555-6

References

• Kuo-Tsai Chen, Integration of paths—a faithful representation of paths by non-commutative formal power series, Trans. Amer. Math. Soc. 89 (1958), 395–407. MR 106258, DOI 10.1090/S0002-9947-1958-0106258-0
• A. M. Davie, Differential equations driven by rough paths: an approach via discrete approximation, Appl. Math. Res. Express. AMRX (2008), Art. ID abm009, 40. [Issue information previously given as no. 2 (2007)]. MR 2387018
• Peter K. Friz and Martin Hairer, A course on rough paths, Universitext, Springer, Cham, [2020] ©2020. With an introduction to regularity structures; Second edition of [ 3289027]. MR 4174393, DOI 10.1007/978-3-030-41556-3
• Denis Feyel, Arnaud de La Pradelle, and Gabriel Mokobodzki, A non-commutative sewing lemma, Electron. Commun. Probab. 13 (2008), 24–34. MR 2372834, DOI 10.1214/ECP.v13-1345
• M. Gubinelli, Controlling rough paths, J. Funct. Anal. 216 (2004), no. 1, 86–140. MR 2091358, DOI 10.1016/j.jfa.2004.01.002
• Massimiliano Gubinelli, Peter Imkeller, and Nicolas Perkowski, Paracontrolled distributions and singular PDEs, Forum Math. Pi 3 (2015), e6, 75. MR 3406823, DOI 10.1017/fmp.2015.2
• M. Hairer, A theory of regularity structures, Invent. Math. 198 (2014), no. 2, 269–504. MR 3274562, DOI 10.1007/s00222-014-0505-4
• Martin Hairer, Solving the KPZ equation, Ann. of Math. (2) 178 (2013), no. 2, 559–664. MR 3071506, DOI 10.4007/annals.2013.178.2.4
• Terry J. Lyons, Differential equations driven by rough signals, Rev. Mat. Iberoamericana 14 (1998), no. 2, 215–310. MR 1654527, DOI 10.4171/RMI/240
• Terry Lyons and Zhongmin Qian, System control and rough paths, Oxford Mathematical Monographs, Oxford University Press, Oxford, 2002. Oxford Science Publications. MR 2036784, DOI 10.1093/acprof:oso/9780198506485.001.0001
• L. C. Young, An inequality of the Hölder type, connected with Stieltjes integration, Acta Math. 67 (1936), no. 1, 251–282. MR 1555421, DOI 10.1007/BF02401743

Reviewer information

• Reviewer: Antoine Lejay
• Affiliation: Université de Lorraine, CNRS, Inria, IECL, F-54000 Nancy, France
• Email: antoine.lejay@univ-lorraine.fr

Additional Information

• Journal: Bull. Amer. Math. Soc. 59 (2022), 283-287
• DOI: https://doi.org/10.1090/bull/1763
• Published electronically: January 4, 2022
• Review Copyright: © Copyright 2022 American Mathematical Society