Multidimensional Stochastic Processes as Rough Paths: Theory and Applications

By Nicolas B. Victoir, Peter K. Friz, Nicolas B Victoir, et al.

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: Electronics
• Language: English
• ISBN: 0511845073
• ISBN13: 9780511845079
• Release Date: January 1
• Publisher: Cambridge University Press