Multidimensional Stochastic Processes as Rough Paths
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Publication
2008-04-01 - Cambridge University Press
Language
English
Word Count
164,000 words, Guess
Page Count
656 pages
Physical Format
Hardcover
Identifiers
- Internet Archivemultidimensional00friz_245
- Internet Archivemultidimensional00friz_274
- ISBN-100521876079
- ISBN-139780521876070
- Library of Congress Control Number2009048605
and 4 more
- OCLC Control Number476360222
- Better World Books9780521876070
- Better World BooksP9-BCT-501
- Open LibraryOL10438130M
Classifications
- LCCQA274.2
- LCCQA274.23 .F746 2010
Description
An introduction to rough path theory and its applications to stochastic analysis, written for graduate students and researchers.
Subjects
Topics
Other Editions
- Multidimensional Stochastic Processes as Rough Paths
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