Rough Paths for Physicists - Motivations, Sewing Lemma, and Young Integrals - Lecture 1

Explore the foundations of rough path theory in this comprehensive lecture on "Rough paths for physicists" by Michel Bauer. Delve into the motivations behind this mathematical framework and gain a deep understanding of the sewing lemma and Young integrals. Learn how these concepts apply to physics and contribute to the analysis of complex systems. Discover the connections between rough path theory and various physical phenomena, enhancing your ability to model and interpret intricate processes. Engage with this first installment of a four-part series, designed to provide physicists with a solid grounding in rough path theory and its applications.

Michel Bauer (2023) Rough paths for physicists (1/4)