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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2010 · English · Kindle · 2 editions

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Description

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

Format Kindle

Language English

Published Apr 20, 2010

Publisher Cambridge University Press

Editions 2 editions

ISBN-10 051168651X

ISBN-13 9780511686511

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