Multidimensional stochastic processes as rough pathsPeter Friz
Multidimensional stochastic processes as rough paths
Peter Friz, Nicolas Victoir, Peter K. Friz · 2008
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About the book
An introduction to rough path theory and its applications to stochastic analysis, written for graduate students and researchers.
Book details
- Year
- 2008
- Language
- English
- Publisher
- Cambridge University Press
- Editions
- 2
- Pages
- 656
- ISBN
- 9780521876070
Data source: Wikidata