Kontakt
Kako kupovati
Dostava
Savjetnik za kupnju
Engleski
313 b
30 dana za povrat kupljenih proizvoda
Kupci su kupili i
/
Meki uvez
32.81
€
/
Meki uvez
53.16
€
/
Meki uvez
13.66
€
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.
Informacije o knjizi
Engleski
Poklonite ovu knjigu još danas
To je jednostavno
1 Dodajte knjigu u košaricu i odaberite isporuku kao poklon 2 Zauzvrat ćemo vam poslati kupon 3 Knjiga dolazi na adresu poklonoprimcaMoglo bi vas zanimati i
/
Meki uvez
19.64
€
/
Meki uvez
19.33
€
/
Meki uvez
10.32
€
/
Meki uvez
32.60
€
/
Meki uvez
19.23
€