Multidimensional Stochastic Processes as Rough Paths (Hardcover)

Lingua: inglese

Editore: Cambridge University Press, Cambridge, 2010

0521876079 / 9780521876070

Serie: Libro 54 di 151 - Cambridge Studies in Advanced Mathematics

Da: CitiRetail, Stevenage, Regno UnitoCitiRetail

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Venditore AbeBooks dal 29 giugno 2022

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Hardcover. 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. Classical approximation results and their limitations (Wong-Zakai, McShane's counterexample) receive 'obvious' rough path explanations. Evidence is building that rough paths will play an important role in the future analysis of stochastic partial differential equations and the authors include some first results in this direction. They also emphasize interactions with other parts of mathematics, including Caratheodory geometry, Dirichlet forms and Malliavin calculus. Based on successful courses at the graduate level, 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. 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. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

Codice articolo 9780521876070

Titolo
Multidimensional Stochastic Processes as Rough Paths (Hardcover)
Autore
Peter K. Friz
Editore
Cambridge University Press, Cambridge
Anno di pubblicazione
2010
Condizione
new
Rilegatura
Hardcover
Lingua
inglese
ISBN 10
0521876079
ISBN 13
9780521876070
Serie
Libro 54 di 151: Cambridge Studies in Advanced Mathematics

CitiRetail

Stevenage, Regno Unito

Venditore con 5 stelle

Venditore AbeBooks dal 29 giugno 2022

Tariffe di spedizione da Regno Unito a U.S.A.

ArticoloDa 7 a 14 giorni lavorativiDa 7 a 60 giorni lavorativi
Primo articoloEUR 43,16EUR 43,16
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