Multidimensional Stochastic Processes as Rough Paths Hardback: Theory and Applications: 120 (Cambridge Studies in Advanced Mathematics, Series Number 120) - Tapa dura

Libro 52 de 140: Cambridge Studies in Advanced Mathematics

Friz; Victoir

 
9780521876070: Multidimensional Stochastic Processes as Rough Paths Hardback: Theory and Applications: 120 (Cambridge Studies in Advanced Mathematics, Series Number 120)

Sinopsis

Rough paths may play an important role in the future analysis of stochastic partial differential equations. This up-to-date introduction presents the theory of rough paths and its applications to stochastic analysis. Examples, explanations and exercises make the book accessible to graduate students and researchers from a variety of fields.

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Acerca de los autores

Peter K. Friz is a Reader in the Department of Pure Mathematics and Mathematical Statistics at the University of Cambridge. He is also a Research Group Leader at the Johann Radon Institute at the Austrian Academy of Sciences, Linz.

Nicolas B. Victoir works in quantitative research at JPMorgan in Hong Kong.

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