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Probability and Analysis in Interacting Physical Systems.
Book 279 of 464: Springer Proceedings in Mathematics & StatisticsSeller: Universitätsbuchhandlung Herta Hold GmbH, Berlin, Germany
Association Member: GIAQ ILAB VDA
Seller rating 4 out of 5 stars
XV, 294 p. Hardcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Springer Proceedings in Mathematics & Statistics. Volume 283. Sprache: Englisch.
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Condition: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.
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Condition: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.
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Condition: As New. Unread book in perfect condition.
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Condition: New. Brand New Original US Edition. Customer service! Satisfaction Guaranteed.
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Condition: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.
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Condition: New. Brand New Original US Edition. Customer service! Satisfaction Guaranteed.
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Condition: New. Brand New Original US Edition. Customer service! Satisfaction Guaranteed.
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Condition: New. Brand New Original US Edition. Customer service! Satisfaction Guaranteed.
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A Course on Rough Paths (Paperback)
Book 239 of 261: UniversitextLanguage: English
Published by Springer Nature Switzerland AG, Cham, 2020
ISBN 10: 3030415554 ISBN 13: 9783030415556
Paperback. Condition: new. Paperback. With many updates and additional exercises, the second edition of this book continues to provide readers with a gentle introduction to rough path analysis and regularity structures, theories that have yielded many new insights into the analysis of stochastic differential equations, and, most recently, stochastic partial differential equations.Rough path analysis provides the means for constructing a pathwise solution theory for stochastic differential equations which, in many respects, behaves like the theory of deterministic differential equations and permits a clean break between analytical and probabilistic arguments. Together with the theory of regularity structures, it forms a robust toolbox, allowing the recovery of many classical results without having to rely on specific probabilistic properties such as adaptedness or the martingale property.Essentially self-contained, this textbook puts the emphasis on ideas and short arguments, rather than aiming for the strongest possible statements. A typical reader will have been exposed to upper undergraduate analysis and probability courses, with little more than Ito-integration against Brownian motion required for most of the text.From the reviews of the first edition:"Can easily be used as a support for a graduate course . Presents in an accessible way the unique point of view of two experts who themselves have largely contributed to the theory" - Fabrice Baudouin in the Mathematical Reviews"It is easy to base a graduate course on rough paths on this A researcher who carefully works her way through all of the exercises will have a very good impression of the current state of the art" - Nicolas Perkowski in Zentralblatt MATH Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Course on Rough Paths : With an Introduction to Regularity Structures
Book 239 of 261: UniversitextSeller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
US$ 71.03
US$ 20.15 shipping
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A Course on Rough Paths: With an Introduction to Regularity Structures (Universitext)
Book 239 of 261: UniversitextSeller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
US$ 76.82
US$ 16.09 shipping
Ships from United Kingdom to U.S.A.Quantity: Over 20 available
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A Course on Rough Paths: With an Introduction to Regularity Structures (Universitext)
Published by Springer
paperback. Condition: VeryGood. A copy that may have been read, very minimal wear and tear. May have a remainder mark.
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Rough Volatility (eng)
Language: English
Published by SIAM - Society for Industrial and Applied Mathematics, 2023
ISBN 10: 1611977770 ISBN 13: 9781611977776
Condition: new.
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Course on Rough Paths : With an Introduction to Regularity Structures
Book 239 of 261: UniversitextSeller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
US$ 85.07
US$ 20.15 shipping
Ships from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: As New. Unread book in perfect condition.
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Multidimensional Stochastic Processes as Rough Paths: Theory and Applications (Cambridge Studies in Advanced Mathematics, Series Number 120)
Book 54 of 151: Cambridge Studies in Advanced MathematicsLanguage: English
Published by Cambridge University Press, 2010
ISBN 10: 0521876079 ISBN 13: 9780521876070
Seller: Books From California, Simi Valley, CA, U.S.A.
Seller rating 4 out of 5 stars
hardcover. Condition: Very Good.
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Rough Volatility
Language: English
Published by Society for Industrial and Applied Mathematics,U.S., US, 2024
ISBN 10: 1611977770 ISBN 13: 9781611977776
Seller: Rarewaves.com USA, London, LONDO, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: New. Volatility underpins financial markets by encapsulating uncertainty about prices, individual behaviors, and decisions and has traditionally been modeled as a semimartingale, with consequent scaling properties. This mathematical description has been an active topic of research for decades, however, driven by empirical estimates of the scaling behavior of volatility, a new paradigm has emerged, whereby paths of volatility are rougher than those of semimartingales. According to this perspective, volatility is path-dependent and exhibits jump-like short-term behavior.The first book to offer a comprehensive exploration of the subject, Rough Volatility contributes to the understanding and application of rough volatility models by equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling and providing a toolbox for computation and practical implementation, and organizing the material to reflect the subject's development and progression.
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Rough Volatility: 2 (Financial Mathematics)
Language: English
Published by SIAM - Society for Industrial and Applied Mathematics, 2024
ISBN 10: 1611977770 ISBN 13: 9781611977776
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Ireland
Seller rating 5 out of 5 stars
Condition: New. 2024. paperback. . . . . .
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Rough Volatility (Financial Mathematics)
Language: English
Published by Society for Industrial & Applied Mathematics,U.S., 2024
ISBN 10: 1611977770 ISBN 13: 9781611977776
US$ 101.01
US$ 16.79 shipping
Ships from United Kingdom to U.S.A.Quantity: 1 available
Add to basketPaperback. Condition: Brand New. 261 pages. 9.96x7.09x0.83 inches. In Stock.
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Rough Volatility
Language: English
Published by MP-SIA SIAM - Society for Industrial and Applied M, 2024
ISBN 10: 1611977770 ISBN 13: 9781611977776
Seller: PBShop.store UK, Fairford, GLOS, United Kingdom
Seller rating 4 out of 5 stars
US$ 114.81
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Ships from United Kingdom to U.S.A.Quantity: 3 available
Add to basketPAP. Condition: New. New Book. Shipped from UK. Established seller since 2000.
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A Course on Rough Paths: With an Introduction to Regularity Structures
Book 239 of 261: UniversitextUS$ 108.37
US$ 16.79 shipping
Ships from United Kingdom to U.S.A.Quantity: 2 available
Add to basketPaperback. Condition: Brand New. 2nd edition. 364 pages. 9.25x6.10x0.82 inches. In Stock.
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Rough Volatility: 2 (Financial Mathematics)
Language: English
Published by SIAM - Society for Industrial and Applied Mathematics, 2023
ISBN 10: 1611977770 ISBN 13: 9781611977776
US$ 116.40
US$ 8.73 shipping
Ships from United Kingdom to U.S.A.Quantity: 3 available
Add to basketCondition: New.
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Rough Volatility
Language: English
Published by Society for Industrial & Applied Mathematics,U.S., 2023
ISBN 10: 1611977770 ISBN 13: 9781611977776
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
Seller rating 5 out of 5 stars
US$ 112.79
US$ 18.58 shipping
Ships from United Kingdom to U.S.A.Quantity: 3 available
Add to basketPaperback / softback. Condition: New. New copy - Usually dispatched within 4 working days.
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Rough Volatility: 2 (Financial Mathematics)
Language: English
Published by SIAM - Society for Industrial and Applied Mathematics, 2023
ISBN 10: 1611977770 ISBN 13: 9781611977776
Condition: New. 2024. paperback. . . . . . Books ship from the US and Ireland.
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Condition: As New. Unread book in perfect condition.
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Condition: As New. Unread book in perfect condition.
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Multidimensional Stochastic Processes As Rough Paths : Theory and Applications
Book 54 of 151: Cambridge Studies in Advanced MathematicsLanguage: English
Published by Cambridge University Press, 2010
ISBN 10: 0521876079 ISBN 13: 9780521876070
Condition: New.
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Multidimensional Stochastic Processes as Rough Paths: Theory and Applications (Cambridge Studies in Advanced Mathematics, Series Number 120)
Book 54 of 151: Cambridge Studies in Advanced MathematicsLanguage: English
Published by Cambridge University Press, 2010
ISBN 10: 0521876079 ISBN 13: 9780521876070
Condition: New.
