Multidimensional Stochastic Processes as Rough Paths

by Nicolas B. Victoir, Peter K. Friz, Nicolas B Victoir

Book Overview

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... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 0521876079
• ISBN13: 9780521876070
• Release Date: March 2010
• Publisher: Cambridge University Press
• Length: 670 Pages
• Weight: 2.20 lbs.
• Dimensions: 1.5" x 6.1" x 9.0"