Book Review: a Course on Rough Paths - With an Introduction to Regularity Structures (Peter K. Friz and Martin Hairer)

Antoine Lejay (1, 2)

1 IECL - Institut Élie Cartan de Lorraine
2 PASTA - Processus aléatoires spatio-temporels et leurs applications

We give a review of the book A course on rough paths-With an introduction to regularity structures (2nd edition) by P.K. Friz and M Hairer with a brief insight of some current developments in the field as well as their usefulness in the context of stochastic calculus.

Mots clés: rough paths; regularity structures; differential equations

Domaines: Probabilités [math.PR]; Systèmes dynamiques [math.DS]; Equations aux dérivées partielles [math.AP]

Antoine Lejay. Book Review: a Course on Rough Paths - With an Introduction to Regularity Structures (Peter K. Friz and Martin Hairer). Bulletin of the American Mathematical Society, In press, 59 (2), pp.283-287. ⟨10.1090/bull/1763⟩. ⟨hal-03475899v2⟩