Multidimensional stochastic processes as rough paths : theory and applications

Author(s)

• Friz, Peter K.
• Victoir, Nicolas B.

Bibliographic Information

Multidimensional stochastic processes as rough paths : theory and applications

Peter K. Friz, Nicolas B. Victoir

（Cambridge studies in advanced mathematics, 120）

Cambridge University Press, 2010

• : hardback

Note

Includes bibliographical references (p. [638]-651) and index

• NCID: BB0109418X
• ISBN:
  • 9780521876070
• LCCN: 2009048605
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Cambridge ; Tokyo
• Pages/Volumes: xiv, 656 p.
• Size: 24 cm
• Classification:
  • LCC : QA274.23
  • DC22 : 519.2
• Subject Headings:
  • LCSH : Stochastic difference equations
  • LCSH : Stochastic processes
  • LCSH : Random measures
• Parent Bibliography ID:
  • BA00109761