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.

Bibliographic Details
Call Number:Libro Electrónico
Main Author: Friz, Peter K., 1974-
Other Authors: Victoir, Nicolas B.
Format: Electronic eBook
Language:Inglés
Published: Cambridge, UK ; New York : Cambridge University Press, 2010.
Series:Cambridge studies in advanced mathematics ; 120.
Subjects:
Stochastic difference equations.
Stochastic processes.
Random measures.
Équations aux différences stochastiques.
Processus stochastiques.
Mesures aléatoires.
MATHEMATICS > Probability & Statistics > General.
Stochastische Differentialgleichung
Stochastischer Prozess
Stochastische Analysis
Stochastik
Online Access:Texto completo

Internet

Texto completo

Items no disponibles

Holdings details from

Similar Items