New Directions in Rough Path Theory [report]

Mathematisches Forschungsinstitut Oberwolfach
2020
Rough path theory emerged as novel approach for dealing with interactions in complex random systems. It settled significant questions and provided an effective deterministic alternative to Itô calculus, itself a major contribution to 20 th century mathematics.
doi:10.14760/owr-2020-40 fatcat:gg3w3de2j5gtfgyckvzir4csqa