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中图分类法:
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O211.63 版次： |
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著者:
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Friz, Peter K., |
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题名:
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Multidimensional stochastic processes as rough paths : [ theory and applications /] / , |
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出版发行:
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出版地： Cambridge, UK ; 出版社： Cambridge University Press, 出版日期： 2010. |
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载体形态:
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xiv, 656 p. : ill. ; 24 cm. |
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内容提要:
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An introduction to rough path theory and its applications to stochastic analysis, written for graduate students and researchers. |
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主题词:
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