Multidimensional stochastic processes rough von friz peter (6 Ergebnisse)

Sprache: Englisch
Verlag: Cambridge University Press 2010
Serie: Cambridge Studies in Advanced Mathematics, Buch 54 von 151. Buch 54 von 151 - Cambridge Studies in Advanced Mathematics
- Hardcover
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hardcover. Zustand: Very Good.

Sprache: Englisch
Verlag: Cambridge University Press 2010
Serie: Cambridge Studies in Advanced Mathematics, Buch 54 von 151. Buch 54 von 151 - Cambridge Studies in Advanced Mathematics
- Hardcover
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Zustand: New. In.

Sprache: Englisch
Verlag: Cambridge University Press 2010
Serie: Cambridge Studies in Advanced Mathematics, Buch 54 von 151. Buch 54 von 151 - Cambridge Studies in Advanced Mathematics
- Hardcover
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Zustand: New. An introduction to rough path theory and its applications to stochastic analysis, written for graduate students and researchers. Series: Cambridge Studies in Advanced Mathematics. Num Pages: 670 pages, 6 b/w illus. 100 exercises. BIC Classification: PBK. Category: (U) Tertiary Education (US: College). Dimension: 16…0 x 235 x 39. Weight in Grams: 1062. . 2010. Illustrated. hardcover. . . . . Books ship from the US and Ireland.

Sprache: Englisch
Verlag: Cambridge Univ Pr 2010
Serie: Cambridge Studies in Advanced Mathematics, Buch 54 von 151. Buch 54 von 151 - Cambridge Studies in Advanced Mathematics
- Hardcover
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Hardcover. Zustand: Brand New. 1st edition. 675 pages. 9.25x6.25x1.75 inches. In Stock.

Sprache: Englisch
Verlag: Cambridge University Press 2010
Serie: Cambridge Studies in Advanced Mathematics, Buch 54 von 151. Buch 54 von 151 - Cambridge Studies in Advanced Mathematics
- Hardcover
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Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 su…pport 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.
Verlag: Cambridge University Press (2010), Cambridge 2010
- Hardcover
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orig.boards Minor rubbing. An ink mark to bottom page-edge. VG 24x15cm, xiv,656 pp., Series: Cambridge Studies in Advanced Mathematics, 120. "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 fo…r 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" - publisher's description. Minor rubbing. An ink mark to bottom page-edge. VG.