Multidimensional stochastic processes as rough paths
Subtitle: theory and applications
By: Peter K. Friz, Nicolas B. Victoir
Contributors: Victoir, Nicolas B.
Series: Cambridge studies in advanced mathematics -- 120; Cambridge studies in advanced mathematics -- 120.
Publisher: Cambridge University Press
Published: 2010
Place of publication: Cambridge, UK; New York
Language: eng
Number of pages: 656
ISBN-13: 9780521876070
Notes: Includes bibliographical references (p. [638]-651) and index.