Multidimensional Stochastic Processes as Rough Paths

Name: Multidimensional Stochastic Processes as Rough Paths
Brand: Cambridge University Press
SKU: 9780521876070
Price: 5061.00 INR
Availability: InStock

by Peter K. Friz, Nicolas B. Victoir

Cambridge University Press

₹5,061

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From the publisher

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-Varadhan support description) can be obtained with dramatic simplifications.

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