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Introduction to rough paths theory

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arxiv 2302.04653 v2 pith:SEWUXLHI submitted 2023-02-09 math.PR

Introduction to rough paths theory

Mazyar Ghani Varzaneh , Sebastian Riedel This is my paper
classification math.PR
keywords pathsroughtheoryintroductionapplicationsaugustbraziliancampinas
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These notes are an extended version of the course "Introduction to rough paths theory" given at the XXV Brazilian School of Probability in Campinas in August 2022. Their aim is to give a consise overview to Lyon's theory of rough paths with a special focus on applications to stochastic differential equations.

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