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Multidimensional Stochastic Processes as Rough Paths: Theory and Applications

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

Detalles Bibliográficos
Autores principales: Friz, Peter K, Victoir, Nicolas B
Lenguaje:eng
Publicado: Cambridge University Press 2010
Materias:
Acceso en línea:http://cds.cern.ch/record/1319675