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Multidimensional Stochastic Processes as Rough Paths

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In Stock (132)

£ 111.60

Description

Rough paths may play an important role in the future analysis of stochastic partial differential equations. This up-to-date introduction presents the theory of rough paths and its applications to stochastic analysis. Examples, explanations and exercises make the book accessible to graduate students and researchers from a variety of fields.

Book Details
EAN:
9780521876070
Binding:
Hardback
Dimensions(mm):
160 x 235 x 39
Publication Date:
2010-02-04
Publication Country:
United Kingdom