Tekijä: Peter K. Friz; Nicolas B. Victoir Kustantaja: Cambridge University Press (2010) Saatavuus: Arvioimme, että tuote lähetetään meiltä noin 1-3 viikossa
Tekijä: Peter K. Friz; Jim Gatheral; Archil Gulisashvili; Antoine Jacquier; Josef Teichmann Kustantaja: Springer International Publishing AG (2015) Saatavuus: Noin 17-20 arkipäivää
Tekijä: Peter Friz; Wolfgang König; Chiranjib Mukherjee; Stefano Olla Kustantaja: Springer Nature Switzerland AG (2019) Saatavuus: Noin 17-20 arkipäivää
Tekijä: Peter Friz; Wolfgang König; Chiranjib Mukherjee; Stefano Olla Kustantaja: Springer Nature Switzerland AG (2020) Saatavuus: Noin 17-20 arkipäivää
Tekijä: Peter K. Friz (ed.); Jim Gatheral (ed.); Archil Gulisashvili (ed.); Antoine Jacquier (ed.); Josef Teichmann (ed.) Kustantaja: Springer (2016) Saatavuus: Noin 17-20 arkipäivää
Tekijä: Sebastiano Berettari; Caspar Peter Lull; Nicholas Frizon Kustantaja: Cambridge University Press (2011) Saatavuus: Arvioimme, että tuote lähetetään meiltä noin 1-3 viikossa
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.