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Hardcover Multidimensional Stochastic Processes as Rough Paths Book
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ISBN: 0521876079

ISBN13: 9780521876070

Multidimensional Stochastic Processes as Rough Paths

(Book #120 in the Cambridge Studies in Advanced Mathematics Series)

by , , , et al.
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Format: Hardcover

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Book Overview

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... This description may be from another edition of this product.

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Math Mathematics Science & Math

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