Cambridge Studies in Advanced Mathematics #120

Multidimensional Stochastic Processes as Rough Paths: Theory and Applications

Name: Multidimensional Stochastic Processes as Rough Paths: Theory and Applications
ISBN: 9780511686511

Peter K. Friz , Nicolas B Victoir

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Apr 20, 2010 · English · Kindle

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Book Details

Format Kindle

Language English

Published Apr 20, 2010

Publisher Cambridge University Press

ISBN-10 051168651X

ISBN-13 9780511686511

An introduction to rough path theory and its applications to stochastic analysis, written for graduate students and researchers.

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