:quality(100))
imagem ilustrativa
A Course on Rough Paths
Peter K. Friz
Salvar edição
Compartilhar
- Editora: UmLivro
- Ano: 2020
- ISBN: 9783030415556
- With many updates and additional exercises, the second edition of this book continues to provide readers with a gentle introduction to rough path analysis and regularity structures, theories that have yielded many new insights into the analysis of stochastic differential equations, and, most recentl
Descrição: 1 Introduction.- 2 The space of rough paths.- 3 Brownian motion as a rough path.- 4 Integration against rough paths... Veja mais