Multidimensional Stochastic Processes as Rough Paths pdf epub mobi txt 电子书 下载 2025
- 随机分析
- Stochastics
- Probability
- Mathematics
- Finance
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.
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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。
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。
评分到Nilpotent group就看不懂了。
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