Multidimensional stochastic processes as rough paths
de Peter Friz, Nicolas Victoir, Peter K. Friz
An introduction to rough path theory and its applications to stochastic analysis, written for graduate students and researchers.
Materias
Ediciones (2)
- Multidimensional stochastic processes as rough paths (2010)
Cambridge University Press · inglés · ISBN 9780521876070
- Multidimensional Stochastic Processes as Rough Paths (2008)