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

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

by Peter K. Friz (Author), Nicolas B. Victoir (Author)

Synopsis

An introduction to rough path theory and its applications to stochastic analysis, written for graduate students and researchers.

$125.91

Quantity

20+ in stock

More Information

Format: Illustrated
Pages: 670
Edition: Illustrated
Publisher: Cambridge University Press
Published: 28 Feb 2010

ISBN 10: 0521876079
ISBN 13: 9780521876070