Rough path analysis provides a fresh perspective on Ito's important theory of stochastic differen...

Lyons' rough path analysis has provided new insights in the analysis of stochastic differential e...

Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, ce...

This Festschrift on the occasion of the 75th birthday of S.R.S. Varadhan, one of the most influen...

With many updates and additional exercises, the second edition of this book continues to provide ...

Topics covered in this volume (large deviations, differential geometry, asymptotic expansions,...

An introduction to rough path theory and its applications to stochastic analysis, written for gra...

Topics covered in this volume (large deviations, differential geometry, asymptotic expansions,...

With many updates and additional exercises, the second edition of this book continues to provi...

This Festschrift on the occasion of the 75th birthday of S.R.S. Varadhan, one of the most infl...