Multidimensional stochastic processes as rough paths : theory and applications /

Multidimensional stochastic processes as rough paths : theory and applications /

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Détails bibliographiques
Auteurs principaux: 400294 Friz, Peter K., Victoir, Nicolas B.
Format:
Langue:eng
Publié: New York, NY : Cambridge University Press, 2010
Sujets:
Stochastic differential equations
Stochastic processes
Random measures

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