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

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

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發表於2024-11-07

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

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

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

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圖書標籤: 隨機分析  Stochastics  Probability  Mathematics  Finance   

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