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Published: 19 December 2002

228 Pages


ISBN: 9780198506485

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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

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