Multidimensional stochastic processes as rough paths: theory and applications
Friz, Peter K.
Multidimensional stochastic processes as rough paths: theory and applications - Cambridge: Cambridge University Press, 2010. - xiv, 656 p. : ill. ; hb, 24 cm. - Cambridge studies in advanced mathematics ; 120 .
Includes bibliographical references (p. [638]-651) and index.
An introduction to rough path theory and its applications to stochastic analysis, written for graduate students and researchers.
9780521876070
Random measures
Stochastic difference equations
Stochastic processes
Probabilities
Applied mathematics
519.2 / FRI
Multidimensional stochastic processes as rough paths: theory and applications - Cambridge: Cambridge University Press, 2010. - xiv, 656 p. : ill. ; hb, 24 cm. - Cambridge studies in advanced mathematics ; 120 .
Includes bibliographical references (p. [638]-651) and index.
An introduction to rough path theory and its applications to stochastic analysis, written for graduate students and researchers.
9780521876070
Random measures
Stochastic difference equations
Stochastic processes
Probabilities
Applied mathematics
519.2 / FRI
