Multidimensional Stochastic Processes as Rough Paths 1
bokomslag Multidimensional Stochastic Processes as Rough Paths
Vetenskap & teknik

Multidimensional Stochastic Processes as Rough Paths

Peter K Friz • Nicolas B Victoir • Peter K Friz

Inbunden

1639:-

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  • 670 sidor
  • 2010
Rough paths may play an important role in the future analysis of stochastic partial differential equations. This up-to-date introduction presents the theory of rough paths and its applications to stochastic analysis. Examples, explanations and exercises make the book accessible to graduate students and researchers from a variety of fields.
  • Författare: Peter K Friz, Nicolas B Victoir, Peter K Friz
  • Format: Inbunden
  • ISBN: 9780521876070
  • Språk: Engelska
  • Antal sidor: 670
  • Utgivningsdatum: 2010-02-04
  • Förlag: Cambridge University Press

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