Multidimensional Stochastic Processes as Rough Paths

Multidimensional Stochastic Processes as Rough Paths

Bokus

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-V...

1 330.00 kr