The Resource Multidimensional stochastic processes as rough paths : theory and applications, Peter K. Friz, Nicolas B. Victoir
Multidimensional stochastic processes as rough paths : theory and applications, Peter K. Friz, Nicolas B. Victoir
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The item Multidimensional stochastic processes as rough paths : theory and applications, Peter K. Friz, Nicolas B. Victoir represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Sydney Jones Library, University of Liverpool.This item is available to borrow from 1 library branch.
Resource Information
The item Multidimensional stochastic processes as rough paths : theory and applications, Peter K. Friz, Nicolas B. Victoir represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Sydney Jones Library, University of Liverpool.
This item is available to borrow from 1 library branch.
- Language
- eng
- Extent
- xiv, 656 p.
- Contents
-
- Preface
- Index
- Introduction
- The story in a nutshell
- Basics
- Continuous paths of bounded variation
- Riemann-Stieltjes integration
- Ordinary differential equations (ODEs)
- ODEs: smoothness
- Variation and HÃœlder spaces
- Young integration
- Abstract Theory of Rough Paths
- Free nilpotent groups
- Variation and HÃœlder spaces on free groups
- Geometric rough path spaces
- Rough differential equations (RDEs)
- RDEs: smoothness
- RDEs with drift and other topics
- Stochastic Processes Lifted to Rough Paths
- Brownian motion
- Continuous (semi)martingales
- Gaussian processes
- Markov processes
- Applications to Stochastic Analysis
- Stochastic differential equations and stochastic flows
- Stochastic Taylor expansions
- Support theorem and large deviations
- Malliavin calculus for RDEs
- Appendix: A. Sample path regularity and related topics
- Banach calculus
- Large deviations
- Gaussian analysis
- Analysis on local Dirichlet spaces
- Frequently used notation
- References
- Isbn
- 9780521876070
- Label
- Multidimensional stochastic processes as rough paths : theory and applications
- Title
- Multidimensional stochastic processes as rough paths
- Title remainder
- theory and applications
- Statement of responsibility
- Peter K. Friz, Nicolas B. Victoir
- Language
- eng
- Cataloging source
- DLC
- http://library.link/vocab/creatorDate
- 1974-
- http://library.link/vocab/creatorName
- Friz, Peter K.
- Illustrations
- illustrations
- Index
- index present
- Literary form
- non fiction
- Nature of contents
- bibliography
- http://library.link/vocab/relatedWorkOrContributorName
- Victoir, Nicolas B
- Series statement
- Cambridge studies in advanced mathematics
- Series volume
- 120
- http://library.link/vocab/subjectName
-
- Stochastic difference equations
- Stochastic processes
- Random measures
- Label
- Multidimensional stochastic processes as rough paths : theory and applications, Peter K. Friz, Nicolas B. Victoir
- Bibliography note
- Includes bibliographical references (p. [638]-651) and index
- Contents
-
- Preface
- Index
- Introduction
- The story in a nutshell
- Basics
- Continuous paths of bounded variation
- Riemann-Stieltjes integration
- Ordinary differential equations (ODEs)
- ODEs: smoothness
- Variation and HÃœlder spaces
- Young integration
- Abstract Theory of Rough Paths
- Free nilpotent groups
- Variation and HÃœlder spaces on free groups
- Geometric rough path spaces
- Rough differential equations (RDEs)
- RDEs: smoothness
- RDEs with drift and other topics
- Stochastic Processes Lifted to Rough Paths
- Brownian motion
- Continuous (semi)martingales
- Gaussian processes
- Markov processes
- Applications to Stochastic Analysis
- Stochastic differential equations and stochastic flows
- Stochastic Taylor expansions
- Support theorem and large deviations
- Malliavin calculus for RDEs
- Appendix: A. Sample path regularity and related topics
- Banach calculus
- Large deviations
- Gaussian analysis
- Analysis on local Dirichlet spaces
- Frequently used notation
- References
- Control code
- 010258338
- Dimensions
- 24 cm.
- Extent
- xiv, 656 p.
- Isbn
- 9780521876070
- Lccn
- 2009048605
- Other physical details
- ill.
- Label
- Multidimensional stochastic processes as rough paths : theory and applications, Peter K. Friz, Nicolas B. Victoir
- Bibliography note
- Includes bibliographical references (p. [638]-651) and index
- Contents
-
- Preface
- Index
- Introduction
- The story in a nutshell
- Basics
- Continuous paths of bounded variation
- Riemann-Stieltjes integration
- Ordinary differential equations (ODEs)
- ODEs: smoothness
- Variation and HÃœlder spaces
- Young integration
- Abstract Theory of Rough Paths
- Free nilpotent groups
- Variation and HÃœlder spaces on free groups
- Geometric rough path spaces
- Rough differential equations (RDEs)
- RDEs: smoothness
- RDEs with drift and other topics
- Stochastic Processes Lifted to Rough Paths
- Brownian motion
- Continuous (semi)martingales
- Gaussian processes
- Markov processes
- Applications to Stochastic Analysis
- Stochastic differential equations and stochastic flows
- Stochastic Taylor expansions
- Support theorem and large deviations
- Malliavin calculus for RDEs
- Appendix: A. Sample path regularity and related topics
- Banach calculus
- Large deviations
- Gaussian analysis
- Analysis on local Dirichlet spaces
- Frequently used notation
- References
- Control code
- 010258338
- Dimensions
- 24 cm.
- Extent
- xiv, 656 p.
- Isbn
- 9780521876070
- Lccn
- 2009048605
- Other physical details
- ill.
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.liverpool.ac.uk/portal/Multidimensional-stochastic-processes-as-rough/HE--2IURUfU/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.liverpool.ac.uk/portal/Multidimensional-stochastic-processes-as-rough/HE--2IURUfU/">Multidimensional stochastic processes as rough paths : theory and applications, Peter K. Friz, Nicolas B. Victoir</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.liverpool.ac.uk/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.liverpool.ac.uk/">Sydney Jones Library, University of Liverpool</a></span></span></span></span></div>
