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System Control and Rough Paths

System Control and Rough Paths

Hardcover

Series: Oxford Mathematical Monographs

Technology & EngineeringProbability & Statistics

ISBN10: 0198506481
ISBN13: 9780198506485
Publisher: Clarendon Press
Published: Feb 6 2003
Pages: 228
Weight: 1.15
Height: 0.71 Width: 6.46 Depth: 9.44
Language: English
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.

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Technology & Engineering