Multidimensional Stochastic Processes As Rough Paths

Nicolas B. Victoir Peter K. Friz

ISBN 10: 0521876079 / ISBN 13: 9780521876070

Verlag: Cambridge University Press CUP, 2010

Beschreibung

pp. xiv + 656.

Bestandsnummer des Verkäufers 26613441

Bibliografische Details

• Titel: Multidimensional Stochastic Processes As Rough Paths
• Verlag: Cambridge University Press CUP
• Erscheinungsjahr: 2010
• Sprache: Englisch
• ISBN-10: 0521876079
• ISBN-13: 9780521876070
• Einband: Hardcover
• Zustand: New

Über diesen Titel

Inhaltsangabe

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

Über die Autorinnen und Autoren

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.

Nicolas B. Victoir works in quantitative research at JPMorgan in Hong Kong.