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Multidimensional Stochastic Processes as Rough Paths (English, Peter K. Friz | Nicolas B. Victoir)
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Specifications
| Publisher | Cambridge University Press |
| Language | English |
| ISBN-13 | 9780521876070 |
| ISBN-10 | 0521876079 |
| Author | Peter K. Friz | Nicolas B. Victoir |
Product Description
Here on GlowMirror, you'll find Multidimensional Stochastic Processes as Rough Paths filed under Cambridge University Press -- everything you need to know is covered below.
About the Book
Rough path analysis provides a fresh perspective on Ito's important theory of stochastic differential equations. Key theorems of modern stochastic analysis (existence and limit theorems for stochastic flows, Freidlin-Wentzell theory, the Stroock-Varadhan support description) can be obtained with dramatic simplifications. Classical approximation results and their limitations (Wong-Zakai, McShane's counterexample) receive 'obvious' rough path expla…
ISBN: 9780521876070
Book Insights
What You'll Learn
- ·In-depth exploration of topics covered in Multidimensional Stochastic Processes as Rough Paths
- ·Key concepts explained with clarity and practical examples
- ·Insights valuable for anyone studying or working in Cambridge University Press
Who Should Read This
Students and professionals interested in Cambridge University Press, as well as general readers looking to expand their knowledge.
Key Highlights
- ·Brand new physical book delivered across India
- ·15-day hassle-free return policy
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Multidimensional Stochastic Processes as Rough Paths is available in English on GlowMirror.
Who is the author of Multidimensional Stochastic Processes as Rough Paths?
Multidimensional Stochastic Processes as Rough Paths is authored by Peter K. Friz | Nicolas B. Victoir.
Who published Multidimensional Stochastic Processes as Rough Paths?
Multidimensional Stochastic Processes as Rough Paths is published by Cambridge University Press.
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What is Multidimensional Stochastic Processes as Rough Paths about?
About the Book
Rough path analysis provides a fresh perspective on Ito's important theory of stochastic differential equations. Key theorems of modern stochastic analysis (existence and limit theorems for stochastic flows, Freidlin-Wentzell theory, the Stroock-Varadhan support description) can be ...
Is Multidimensional Stochastic Processes as Rough Paths suitable for beginners?
Whether Multidimensional Stochastic Processes as Rough Paths is suitable for beginners depends on your background in Cambridge University Press. Review the product description and specifications above for details on the target audience and difficulty level.
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