I'm currently reading A Course on Rough Paths: With an Introduction to Regularity Structures, but I find it difficult to start on even though I've taken undergraduate mathematical analysis, linear algebra, algebra, ODE and PDE courses of the math department. I'm not familiar with the concepts of "tensor", "tensor product", "Lie group" and "Lie algebra", which are not mentioned in analysis course. Are there any introductory textbooks/materials that elaborate these concepts?
2026-02-23 10:22:53.1771842173
Prerequisite of rough path theory
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This is because this book is more like a second volume to the first work by P.Friz
"Multidimensional Stochastic Processes as Rough Paths: Theory and Applications".
Here they go over in detail the Lie-algebra perspective for Rough paths.