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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 |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge, UK ; New York :
Cambridge University Press,
2010.
|
| Colección: | Cambridge studies in advanced mathematics ;
120. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Friz, Peter K., |d 1974- | |
| 245 | 1 | 0 | |a Multidimensional stochastic processes as rough paths : |b theory and applications / |c Peter K. Friz, Nicolas B. Victoir. |
| 260 | |a Cambridge, UK ; |a New York : |b Cambridge University Press, |c 2010. | ||
| 300 | |a 1 online resource (xiv, 656 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
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| 490 | 1 | |a Cambridge studies in advanced mathematics ; |v 120 | |
| 504 | |a Includes bibliographical references (pages 638-651) and index. | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a Introduction -- The story in a nutshell -- Continuous paths of bounded variation -- Riemann-Stieltjes integration -- Ordinary differential equations -- ODEs : smoothness -- Variation and Hölder spaces -- Young integration -- Free nilpotent groups -- Variation and Hölder spaces on free groups -- Geometric rough path spaces -- Rough differential equations -- RDEs : smoothness -- RDEs with drift and other topics -- Brownian motion -- Continuous (semi- )martingales -- Gaussian processes -- Markov processes -- Stochastic differential equations and stochastic flows -- Stochastic Taylor expansions -- Support theorem and large deviations -- Malliavin calculus for RDEs -- Appendix A: Sample paths regularity and related topics -- Appendix B: Banach calculus -- Appendix C: Large deviations -- Appendix D: Gaussian analysis -- Appendix E: Analysis on local Dirichlet spaces. | |
| 520 | 8 | |a An introduction to rough path theory and its applications to stochastic analysis, written for graduate students and researchers. | |
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 650 | 0 | |a Stochastic difference equations. | |
| 650 | 0 | |a Stochastic processes. | |
| 650 | 0 | |a Random measures. | |
| 650 | 6 | |a Équations aux différences stochastiques. | |
| 650 | 6 | |a Processus stochastiques. | |
| 650 | 6 | |a Mesures aléatoires. | |
| 650 | 7 | |a MATHEMATICS |x Probability & Statistics |x General. |2 bisacsh | |
| 650 | 7 | |a Random measures. |2 fast |0 (OCoLC)fst01089804 | |
| 650 | 7 | |a Stochastic difference equations. |2 fast |0 (OCoLC)fst01133505 | |
| 650 | 7 | |a Stochastic processes. |2 fast |0 (OCoLC)fst01133519 | |
| 650 | 7 | |a Stochastische Differentialgleichung |2 gnd | |
| 650 | 7 | |a Stochastischer Prozess |2 gnd | |
| 650 | 7 | |a Stochastische Analysis |2 gnd | |
| 650 | 7 | |a Stochastik |2 gnd | |
| 700 | 1 | |a Victoir, Nicolas B. | |
| 776 | 0 | 8 | |i Print version: |a Friz, Peter K., 1974- |t Multidimensional stochastic processes as rough paths. |d Cambridge, UK ; New York : Cambridge University Press, 2010 |z 9780521876070 |w (DLC) 2009048605 |w (OCoLC)476360222 |
| 830 | 0 | |a Cambridge studies in advanced mathematics ; |v 120. | |
| 856 | 4 | 0 | |u https://ebsco.uam.elogim.com/login.aspx?direct=true&scope=site&db=nlebk&AN=313323 |z Texto completo |
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