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