Journals Higher Education



Published: 19 December 2002

228 Pages


ISBN: 9780198506485

Also Available As:


Also Available In:

Bookseller Code (AQ)

System Control and Rough Paths

Terry Lyons and Zhongmin Qian

Clarendon Press

Oxford Mathematical Monographs

  • A major research monograph
  • Provides a systematic account of pioneering work in probability and analysis
  • Highly original mathematical development in the solution of control problems
  • Allows for completely new classes of stochastic differential equations where the noise is no longer of Brownian or Poisson type

Also of Interest