Multidimensional stochastic processes as rough paths: theory and applications/ Peter K. Friz, Nicolas B. Victoir.
Series: Cambridge studies in advanced mathematics ; 120.Publication details: Cambridge, UK; New York: Cambridge University Press, 2010.Description: xiv, 656 p.: ill.; 24 cmISBN:- 0521876079 (hbk.)
- 9780521876070 (hbk.)
- 519.23 F921m
- SK 820
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519.23 E84i 2000 IMPA An introduction to superprocesses/ | 519.23 F911s 1975 IMPA Stochastic differential equations and applications/ | 519.23 F911s 1976 IMPA Stochastic differential equations and applications/ | 519.23 F921m 2010 IMPA Multidimensional stochastic processes as rough paths: theory and applications/ | 519.23 F991s 1960 IMPA Stationary processes and prediction theory/ | 519.23 G462s 1971 IMPA Stochastische Differentialgleichungen/ | 519.23 G864r 2006 IMPA The random-cluster model/ |
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.
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