Multidimensional Stochastic Processes as Rough Paths
Theory and Applications
Inbunden, Engelska, 2010
Av Peter K. (University of Cambridge) Friz, Nicolas B. Victoir, Peter K. Friz
1 619 kr
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Fri frakt för medlemmar vid köp för minst 249 kr.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.
Produktinformation
- Utgivningsdatum2010-02-04
- Mått235 x 160 x 39 mm
- Vikt1 220 g
- FormatInbunden
- SpråkEngelska
- SerieCambridge Studies in Advanced Mathematics
- Antal sidor670
- FörlagCambridge University Press
- ISBN9780521876070