Multidimensional Stochastic Processes as Rough Paths pdf epub mobi txt 電子書 下載 2024


Multidimensional Stochastic Processes as Rough Paths

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Peter K. Friz
Cambridge University Press
2010-2-4
670
GBP 79.99
Hardcover
Cambridge Studies in Advanced Mathematics
9780521876070

圖書標籤: 隨機分析  Stochastics  Probability  Mathematics  Finance   


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发表于2024-12-25

Multidimensional Stochastic Processes as Rough Paths epub 下載 mobi 下載 pdf 下載 txt 電子書 下載 2024

Multidimensional Stochastic Processes as Rough Paths epub 下載 mobi 下載 pdf 下載 txt 電子書 下載 2024

Multidimensional Stochastic Processes as Rough Paths pdf epub mobi txt 電子書 下載 2024



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.

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

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Multidimensional Stochastic Processes as Rough Paths pdf epub mobi txt 電子書 下載
想要找書就要到 小哈圖書下載中心
立刻按 ctrl+D收藏本頁
你會得到大驚喜!!

用戶評價

評分

到Nilpotent group就看不懂瞭。

評分

放推薦而不是力薦因為這書剛齣版不久,還要看以後的發展纔好評價。此書算是到目前為止對rough paths很好的總結。閱讀難度就因人而異瞭。

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。

讀後感

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評分

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Multidimensional Stochastic Processes as Rough Paths pdf epub mobi txt 電子書 下載 2024


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