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Multidimensional stochastic processes as rough paths

Multidimensional stochastic processes as rough paths

by Peter Friz, Nicolas Victoir, Peter K. Friz

Stochastic processesRandom measuresStochastic difference equationsStochastic analysis
0.0
Open Library
Open Library

About this book

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

Themes & subjects

Stochastic processesRandom measuresStochastic difference equationsStochastic analysis

About the author

Peter K. Friz

1974

Authors

Peter Friz, Nicolas Victoir, Peter K. Friz

Pages

656

Read time

≈ 16h

Editions

2

Language

English

Publisher

Cambridge University Press

ISBN

9780521876070

Where to buy

TR
Amazon Bookshop

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