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...
| Tác giả chính: | |
|---|---|
| Tác giả khác: | |
| Định dạng: | Luận văn |
| Ngôn ngữ: | English |
| Được phát hành: |
2016
|