Multidimensional Stochastic Processes as Rough Paths 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2025


Multidimensional Stochastic Processes as Rough Paths

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Peter K. Friz 作者
Cambridge University Press
譯者
2010-2-4 出版日期
670 頁數
GBP 79.99 價格
Hardcover
Cambridge Studies in Advanced Mathematics 叢書系列
9780521876070 圖書編碼

Multidimensional Stochastic Processes as Rough Paths 在線電子書 圖書標籤: 隨機分析  Stochastics  Probability  Mathematics  Finance   


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Multidimensional Stochastic Processes as Rough Paths 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2025

Multidimensional Stochastic Processes as Rough Paths 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2025

Multidimensional Stochastic Processes as Rough Paths 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2025



Multidimensional Stochastic Processes as Rough Paths 在線電子書 用戶評價

評分

到Nilpotent group就看不懂瞭。

評分

到Nilpotent group就看不懂瞭。

評分

到Nilpotent group就看不懂瞭。

評分

到Nilpotent group就看不懂瞭。

評分

到Nilpotent group就看不懂瞭。

Multidimensional Stochastic Processes as Rough Paths 在線電子書 著者簡介


Multidimensional Stochastic Processes as Rough Paths 在線電子書 著者簡介


Multidimensional Stochastic Processes as Rough Paths 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Multidimensional Stochastic Processes as Rough Paths 在線電子書 圖書描述

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.

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