Free shipping on all orders over $79* Limited Time Only
Track My Order
Help Centre
Likes
My Wish ListsLogin / Join
Booktopia
Australia's local bookstore
Get Free Shipping on orders over $79
Multidimensional Stochastic Processes as Rough Paths : Theory and Applications - Peter K. Friz

Multidimensional Stochastic Processes as Rough Paths

Theory and Applications

By: Peter K. Friz, Nicolas B. Victoir

eText | 4 February 2010 | Edition Number 1

At a Glance

eText

$158.95

or 4 interest-free payments of $39.74 with

 or 

Instant online reading in your Booktopia eTextbook Library *

Why choose an eTextbook?

Instant Access *

Purchase and read your book immediately

Read Aloud

Listen and follow along as Bookshelf reads to you

Study Tools

Built-in study tools like highlights and more

* eTextbooks are not downloadable to your eReader or an app and can be accessed via web browsers only. You must be connected to the internet and have no technical issues with your device or browser that could prevent the eTextbook from operating.
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.
on
Desktop
Tablet
Mobile

You Can Find This eBook In

Non-FictionMathematicsProbability & Statistics

More in Probability & Statistics

This product is categorised by