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Rough path
In stochastic analysis, a rough path is an analytical and algebraic object associated to an irregular path allowing one to define and study solutions to differential equations controlled by such irregular paths, for example a Wiener process. The theory was developed in the 1990s by Terry Lyons.
Several accounts of the theory are available.
Martin Hairer used rough paths to solve the KPZ equation. He then proposed a significant generalization known as the theory of regularity structures. For this work he was awarded a Fields medal in 2014 .
==References==
抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』
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