System Control and Rough Paths

By Terry Lyons and Zhongmin Qian

This book describes a completely novel mathematical development which has already influenced probability theory and has potential for application to engineering and to areas of pure mathematics. Intended for probabilists, mathematicians and engineers with a mathematical background from graduate level onwards, this book develops the evolution of complex non-linear systems subject to rough or rapidly fluctuating stimuli. Attention is focussed on an analysis of the relationship between the stimulus and the short to medium term evolution of a receiver. The core result of the book is a continuity theorum that proves that the response of the system depends continuously on these nilpotent elements.

• Format: Hardcover
• Language: English
• ISBN: 0198506481
• ISBN13: 9780198506485
• Release Date: February 2003
• Publisher: OUP Oxford
• Length: 228 Pages
• Weight: 1.15 lbs.
• Dimensions: 0.7" x 6.5" x 9.4"