Multidimensional Stochastic Processes as Rough Paths

Language: English

Published by Cambridge University Press, 2010

0521876079 / 9780521876070

Series: Book 54 of 151 - Cambridge Studies in Advanced Mathematics

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Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 mak.

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Title
Multidimensional Stochastic Processes as Rough Paths
Author
Friz, Peter K.|Victoir, Nicolas B.
Publisher
Cambridge University Press
Publication year
2010
Condition
New
Binding
Gebunden
Language
English
ISBN 10
0521876079
ISBN 13
9780521876070
Series
Book 54 of 151: Cambridge Studies in Advanced Mathematics

moluna

Greven, Germany

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