Multidimensional Stochastic Processes as Rough Paths: Theory and Applications

Multidimensional Stochastic Processes as Rough Paths: Theory and Applications

Peter K. Friz , Nicolas B Victoir
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Apr 20, 2010 · 英语 · Kindle
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书籍详情

格式 Kindle
语言 英语
已发布 Apr 20, 2010
出版商 Cambridge University Press
ISBN-10 051168651X
ISBN-13 9780511686511

描述

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