Rough Paths for Physicists - Course 3: Controlled Rough Paths and Rough Integrals - Lecture 3

Explore the third lecture in a series on rough paths for physicists, focusing on controlled rough paths, rough integrals, and rough differential equations. Delve into the comparison between rough integrals and stochastic integrals, and examine the concept of Itô stochastic area. Gain insights from Michel Bauer of IPhT as he presents this advanced topic in mathematical physics, building upon previous lectures in the series. Enhance your understanding of these complex mathematical tools and their applications in physics over the course of this two-hour in-depth presentation.

Michel Bauer (2023) Rough paths for physicists (3/4)