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 ...
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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.
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Add this copy of Multidimensional Stochastic Processes as Rough Paths: to cart. $92.00, very good condition, Sold by Expatriate Bookshop rated 5.0 out of 5 stars, ships from Svendborg, DENMARK, published 2010 by Cambridge University Press.
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Minor rubbing. An ink mark to bottom page-edge. VG. 24x15cm, xiv, 656 pp., Series: Cambridge Studies in Advanced Mathematics, 120. "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"-publisher's description.
Add this copy of Multidimensional Stochastic Processes as Rough Paths: to cart. $99.00, very good condition, Sold by BookHouse On-Line rated 5.0 out of 5 stars, ships from Minneapolis, MN, UNITED STATES, published 2010 by Cambridge University Press.
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Very Good. No Dust Jacket Issued. Size: 6x1x9; Hardcover in very good condition, from a private collection. Interior appears free of markings. Binding is tight, sturdy, and square. Bottom outer corner bumped, other corners have light shelfwear. Ships same or next business day from Dinkytown in Minneapolis, Minnesota. Due to the size/weight of this book extra charges may apply for international shipping.
Add this copy of Multidimensional Stochastic Processes as Rough Paths: to cart. $108.84, new condition, Sold by Ria Christie Books rated 4.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 2010 by Cambridge University Press.
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New. Contains: Line drawings, Halftones, Unspecified. Cambridge Studies in Advanced Mathematics . 6 b/w illus. 100 exercises. Intended for professional and scholarly audience.
Add this copy of Multidimensional Stochastic Processes as Rough Paths: to cart. $121.24, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2010 by Cambridge University Press.
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New. Print on demand Contains: Line drawings, Halftones, Unspecified. Cambridge Studies in Advanced Mathematics . 6 b/w illus. 100 exercises. Intended for professional and scholarly audience.
Add this copy of Multidimensional Stochastic Processes as Rough Paths: to cart. $131.62, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2010 by Cambridge University Press.
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New. Contains: Line drawings, Halftones, Unspecified. Cambridge Studies in Advanced Mathematics . 6 b/w illus. 100 exercises. Intended for professional and scholarly audience. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
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New. Contains: Line drawings, Halftones, Unspecified. Cambridge Studies in Advanced Mathematics . 6 b/w illus. 100 exercises. Intended for professional and scholarly audience. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
