Multidimensional stochastic processes as rough paths: theory and applications
Auteur :
Friz, Peter K. / Victoir, Nicolas B.
Éditeur :
Cambridge University Press
ISBN :
9780521876070
Date de publication :
4 févr. 2010
Dimensions :
23,5 x 16,0 x 3,8 cm
Poids :
1600 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.