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Multidimensional Stochastic Processes as Rough Paths: Theory and Applications: 120 (Cambridge Studies in Advanced Mathematics, Series Number 120)

by Peter K. Friz,Nicolas B. Victoir

ISBN 13: 9780521876070

Format: Illustrated (670 pages)
Publisher: Cambridge University Press
Published: 28 Feb 2010

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Large Deviations and Asymptotic Methods in Finance: 110 (Springer Proceedings in Mathematics & Statistics, 110)

by Peter K. Friz,Jim Gatheral,Archil Gulisashvili

ISBN 13: 9783319116044

Format: Hardcover (599 pages)
Publisher: Springer
Published: 14 Aug 2015

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A Course on Rough Paths: With an Introduction to Regularity Structures (Universitext)

by Peter K. Friz,Martin Hairer

ISBN 13: 9783030415556

Format: Paperback (362 pages)
Publisher: Springer
Published: 28 May 2020

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