Multidimensional Stochastic Processes As Rough Paths: Theory and Applications

Friz, Peter K./ Victoir, Nicolas B.

ISBN 10: 0521876079 / ISBN 13: 9780521876070

Verlag: Cambridge Univ Pr, 2010

Beschreibung

1st edition. 675 pages. 9.25x6.25x1.75 inches. In Stock.

Bestandsnummer des Verkäufers x-0521876079

Bibliografische Details

• Titel: Multidimensional Stochastic Processes As Rough Paths: Theory and Applications
• Verlag: Cambridge Univ Pr
• Erscheinungsjahr: 2010
• Sprache: Englisch
• ISBN-10: 0521876079
• ISBN-13: 9780521876070
• Einband: Hardcover
• Zustand: Brand 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.