Multidimensional stochastic processes as rough paths
theory and applications
Edición de la obra Multidimensional stochastic processes as rough paths
| Autor | Peter K. Friz |
|---|---|
| Editorial | Cambridge University Press |
| Fecha de publicación | 2010 |
| Lugar | New York |
| Idioma | inglés |
| ISBN-13 | 9780521876070 |
| OCLC | 476360222 |
| LCCN | 2009048605 |
| Serie | Cambridge studies in advanced mathematics -- 120 |
| Número de Cutter | F921m |
An introduction to rough path theory and its applications to stochastic analysis, written for graduate students and researchers.