Multidimensional stochastic processes as rough paths : theory and applications
Friz, Peter K.
Multidimensional stochastic processes as rough paths : theory and applications - - New York Cambridge University Press 2010 - xiv,656 p. 23 cm - Cambridge studies in advanced mathematics ;120 .
978-0-521-87607-0
Mathematics
Stochastic differential equations , Stochastic processes , Random measures
519.21Fri
Multidimensional stochastic processes as rough paths : theory and applications - - New York Cambridge University Press 2010 - xiv,656 p. 23 cm - Cambridge studies in advanced mathematics ;120 .
978-0-521-87607-0
Mathematics
Stochastic differential equations , Stochastic processes , Random measures
519.21Fri