Lyons T., Zhongmin Qian. System Control and Rough Paths

Clarendon Press, 2002. — 232 p.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.