Discrete approximations in stochastic rough path theory
<p>We consider two discrete schemes for studying and approximating stochastic differential equations (SDEs) using the theory of rough paths.</p> <p>The first part of the thesis introduces a canonical method for transforming a discrete sequential data set into an associated rough...
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| Formato: | Thesis |
| Idioma: | English |
| Publicado: |
2016
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