Multidimensional Stochastic Processes as Rough Paths
Nicolas B. Victoir, Peter K. (University of Cambridge) Friz
Cambridge University Press, 2010
148,50 €On orderDelivery: 2-3 weeks
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 make the book accessible to graduate students and researchers from a variety of fields.
- ISBN-13
- 9780521876070
- ISBN-10
- 0521876079
- Publisher
- Cambridge University Press
- Year
- 2010
- Publication date
- 2010-02-04
- Pages
- 670
- Dimensions
- 160x235x39
- Weight
- 1220