Cover Image

Multidimensional stochastic processes as rough paths : theory and applications /

Bibliographic Details
Main Author: Friz, Peter K., 1974-
Other Authors: Victoir, Nicolas B.
Format: Book
Language:English
Published: Cambridge, UK ; New York : Cambridge University Press, 2010.
Series:Cambridge studies in advanced mathematics ; 120.
Subjects:
Stochastic difference equations.
Stochastic processes.
Random measures.
Online Access:Cover image
Description
Physical Description:xiv, 656 pages : illustrations ; 24 cm.
Bibliography:Includes bibliographical references and index.
ISBN:9780521876070 (hardback)
0521876079 (hardback)