Multidimensional stochastic processes as rough paths: theory and applications/
Friz, Peter K. 1974-
Multidimensional stochastic processes as rough paths: theory and applications/ Peter K. Friz, Nicolas B. Victoir. - Cambridge, UK; New York: Cambridge University Press, 2010. - xiv, 656 p.: ill.; 24 cm. - Cambridge studies in advanced mathematics; 120 . - Cambridge studies in advanced mathematics; 120. .
Includes bibliographical references (p. [638]-651) and index.
An introduction to rough path theory and its applications to stochastic analysis, written for graduate students and researchers.
0521876079 (hbk.) 9780521876070 (hbk.)
2009048605
GBA9A8645 bnb
Stochastic differential equations
Stochastic processes.
Random measures.
519.23 / F921m
Multidimensional stochastic processes as rough paths: theory and applications/ Peter K. Friz, Nicolas B. Victoir. - Cambridge, UK; New York: Cambridge University Press, 2010. - xiv, 656 p.: ill.; 24 cm. - Cambridge studies in advanced mathematics; 120 . - Cambridge studies in advanced mathematics; 120. .
Includes bibliographical references (p. [638]-651) and index.
An introduction to rough path theory and its applications to stochastic analysis, written for graduate students and researchers.
0521876079 (hbk.) 9780521876070 (hbk.)
2009048605
GBA9A8645 bnb
Stochastic differential equations
Stochastic processes.
Random measures.
519.23 / F921m