Multidimensional Stochastic Processes as Rough Paths: Theory and Applications (Cambridge Studies in Advanced Mathematics, Series Number 120)

Friz, Peter K.; Victoir, Nicolas B.

ISBN 10: 0521876079 / ISBN 13: 9780521876070

Verlag: Cambridge University Press, 2010

Beschreibung

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Bibliografische Details

• Titel: Multidimensional Stochastic Processes as Rough Paths: Theory and Applications (Cambridge Studies in Advanced Mathematics, Series Number 120)
• Verlag: Cambridge University Press
• 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.