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

簡體網頁||繁體網頁

☆☆☆☆☆

出版者:Cambridge University Press

作者:Peter K. Friz

出品人:

頁數:670

译者:

出版時間:2010-2-4

價格:GBP 79.99

裝幀:Hardcover

isbn號碼:9780521876070

叢書系列:Cambridge Studies in Advanced Mathematics

圖書標籤:

隨機分析
Stochastics
Probability
Mathematics
Finance

下載連結在頁面底部

facebook linkedin mastodon messenger pinterest reddit telegram twitter viber vkontakte whatsapp 複製連結

想要找書就要到圖書目錄大全

book.wenda123.org

立刻按 ctrl+D收藏本頁

你會得到大驚喜!!

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.