Peter K. Friz, Nicolas B. Victoir

Gebundenes Buch

Multidimensional Stochastic Processes as Rough Paths

Beschreibung

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

Autor

Peter K. Friz is a Reader in the Department of Pure Mathematics and Mathematical Statistics at the University of Cambridge. He is also a Research Group Leader at the Johann Radon Institute at the Austrian Academy of Sciences, Linz.

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 672
• Erscheinungstermin: 4. Februar 2010
• Englisch
• Abmessung: 235mm x 157mm x 40mm
• Gewicht: 1108g
• ISBN-13: 9780521876070
• ISBN-10: 0521876079
• Artikelnr.: 28524296