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Multidimensional Stochastic Processes as Rough Paths
Theory And Applications
- Editore:
Cambridge University Press
- EAN:
9780521876070
- ISBN:
0521876079
- Pagine:
- 670
- Formato:
- Hardback
- Lingua:
- Inglese
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Descrizione Multidimensional Stochastic Processes as Rough Paths
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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