Contacto
Cómo comprar
Entrega
Guía de compras
Inglés
328 b
Política de devolución de 30 días
Clientes que también han comprado
/
Tapa blanda
38.29
€
/
Tapa blanda
58.09
€
/
Tapa blanda
14.19
€
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.
Sobre el libro
Inglés
Regale este libro hoy
Es fácil
1 Añadir al carrito y elegir Entregar como regalo en el checkout 2 Le enviaremos un vale 3 El libro llegará a la dirección del destinatarioTambién puede interesarle
/
Tapa blanda
20.29
€
/
Tapa blanda
20.09
€
/
Tapa blanda
10.69
€
/
Tapa blanda
33.69
€
/
Tapa blanda
20.29
€
¡Hola! Soy Libroamiko, tu asesor de libros.
¿Cómo puedo ayudarte?