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Multidimensional stochastic processes as rough paths : theory and applications /
An introduction to rough path theory and its applications to stochastic analysis, written for graduate students and researchers.
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge, UK ; New York :
Cambridge University Press,
2010.
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| Colección: | Cambridge studies in advanced mathematics ;
120. |
| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | An introduction to rough path theory and its applications to stochastic analysis, written for graduate students and researchers. |
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| Descripción Física: | 1 online resource (xiv, 656 pages) : illustrations |
| Bibliografía: | Includes bibliographical references (pages 638-651) and index. |
| ISBN: | 9780511677540 0511677545 9780511682025 0511682026 9780511845079 0511845073 9780511680045 051168004X |