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Multidimensional stochastic processes as rough pathsMultidimensional stochastic processes as rough paths

Multidimensional stochastic processes as rough paths

Peter Friz, Peter K. Friz, Nicolas Victoir

About this book

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

Details

OL Work ID
OL18798625W

Subjects

Stochastic processesRandom measuresStochastic difference equationsStochastic analysis

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Open Library
Book data from Open Library. Cover images courtesy of Open Library.