Multidimensional Stochastic Processes as Rough Paths: Theory and Applications (Cambridge Studies in Advanced Mathematics) Book + PRICE WATCH * Amazon pricing is not included in price watch

Multidimensional Stochastic Processes as Rough Paths: Theory and Applications (Cambridge Studies in Advanced Mathematics) Book

Rough path analysis provides a fresh perspective on Ito s important theory of stochastic differential equations. Key theorems of modern stochastic analysis (existence and limit theorems for stochastic flows, Freidlin-Wentzell theory, the Stroock...Read More

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  • Foyles

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

  • 0521876079
  • 9780521876070
  • Peter K. Friz, Nicolas B. Victoir
  • 28 February 2010
  • Cambridge University Press
  • Hardcover (Book)
  • 670
  • 1
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