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Peter K. Friz Nicolas B. Multidimension al Stochastic Processes as Rou (Hardback)
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Item specifics
- Condition
- Book Title
- Multidimensional Stochastic Processes as Rough Paths
- Title
- Multidimensional Stochastic Processes as Rough Paths
- Subtitle
- Theory and Applications
- EAN
- 9780521876070
- ISBN
- 9780521876070
- Genre
- Science Nature & Math
- Release Year
- 2010
- Release Date
- 04/02/2010
- Country/Region of Manufacture
- GB
- Item Length
- 160mm
- Publication Name
- Multidimensional Stochastic Processes As Rough Paths: Theory and Applications
- Publisher
- Cambridge University Press
- Subject
- Mathematics
- Publication Year
- 2010
- Series
- Cambridge Studies in Advanced Mathematics
- Type
- Textbook
- Format
- Hardcover
- Language
- English
- Item Height
- 235 mm
- Item Weight
- 1600 g
- Item Width
- 160 mm
- Number of Pages
- 670 Pages
About this product
Product Information
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.
Product Identifiers
Publisher
Cambridge University Press
ISBN-13
9780521876070
eBay Product ID (ePID)
86602211
Product Key Features
Number of Pages
670 Pages
Language
English
Publication Name
Multidimensional Stochastic Processes As Rough Paths: Theory and Applications
Publication Year
2010
Subject
Mathematics
Type
Textbook
Series
Cambridge Studies in Advanced Mathematics
Format
Hardcover
Dimensions
Item Height
235 mm
Item Weight
1600 g
Item Width
160 mm
Additional Product Features
Country/Region of Manufacture
United Kingdom
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