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Multidimensional Stochastic Processes as Rough Paths (English, Peter K. Friz | Nicolas B. Victoir) - Image 1 - BookBajar

Multidimensional Stochastic Processes as Rough Paths (English, Peter K. Friz | Nicolas B. Victoir)

by Peter K. Friz | Nicolas B. Victoir

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Book Details

Publisher
Cambridge University Press
Language
English
ISBN-13
9780521876070
ISBN-10
0521876079
Author
Peter K. Friz | Nicolas B. Victoir

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

ISBN-13: 9780521876070
ISBN-10: 0521876079

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ISBN-10: 0521876079. ISBN-13: 9780521876070. Multidimensional Stochastic Processes as Rough Paths (English, Peter K. Friz | Nicolas B. Victoir) by Peter K. Friz | Nicolas B. Victoir. Available on BookBajar.
Product ID: isbn-9780521876070