Tell your friends about this item:
Multidimensional Stochastic Processes as Rough Paths: Theory and Applications - Cambridge Studies in Advanced Mathematics Friz, Peter K. (University of Cambridge)
Multidimensional Stochastic Processes as Rough Paths: Theory and Applications - Cambridge Studies in Advanced Mathematics
Friz, Peter K. (University of Cambridge)
Rough paths may play an important role in the future analysis of stochastic partial differential equations. This up-to-date introduction presents the theory of rough paths and its applications to stochastic analysis. Examples, explanations and exercises make the book accessible to graduate students and researchers from a variety of fields.
670 pages, 6 b/w illus. 100 exercises
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | February 4, 2010 |
| ISBN13 | 9780521876070 |
| Publishers | Cambridge University Press |
| Pages | 670 |
| Dimensions | 235 × 160 × 39 mm · 1.22 kg |
| Language | English |