Multidimensional Stochastic Processes as Rough Paths 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Peter K. Friz 作者

Cambridge University Press

译者

2010-2-4 出版日期

670 页数

GBP 79.99 价格

Hardcover

Cambridge Studies in Advanced Mathematics 丛书系列

9780521876070 图书编码

Multidimensional Stochastic Processes as Rough Paths 在线电子书图书标签: 随机分析 Stochastics Probability Mathematics Finance

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发表于2024-07-04

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Multidimensional Stochastic Processes as Rough Paths 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Multidimensional Stochastic Processes as Rough Paths 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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到Nilpotent group就看不懂了。

评分☆☆☆☆☆

到Nilpotent group就看不懂了。

评分☆☆☆☆☆

到Nilpotent group就看不懂了。

评分☆☆☆☆☆

到Nilpotent group就看不懂了。

评分☆☆☆☆☆

放推荐而不是力荐因为这书刚出版不久，还要看以后的发展才好评价。此书算是到目前为止对rough paths很好的总结。阅读难度就因人而异了。

Multidimensional Stochastic Processes as Rough Paths 在线电子书著者简介

Multidimensional Stochastic Processes as Rough Paths 在线电子书图书目录

Multidimensional Stochastic Processes as Rough Paths 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

Multidimensional Stochastic Processes as Rough Paths 在线电子书图书描述

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.

Multidimensional Stochastic Processes as Rough Paths 在线电子书下载 mobi epub pdf txt 在线电子书下载

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