Differential Equations Driven by Rough Paths: Ecole d'Eté de Probabilités de Saint-Flour XXXIV-2004 (Lecture Notes in Mathematics / École d'Été de Probabilités de Saint-Flour)

Each year young mathematicians congregate in Saint Flour, France, and listen to extended lecture courses on new topics in Probability Theory.

The goal of these notes, representing a course given by Terry Lyons in 2004, is to provide a straightforward and self supporting but minimalist account of the key results forming the foundation of the theory of rough paths.