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Multidimensional Stochastic Processes as Rough Paths: Theory and Applications
- Item No : 187457946374
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- Current Bid : US $100.24
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* Item Description
- Rough path analysis provides a fresh perspective on Ito's important theory of stochastic differential equations. Classical approximation results and their limitations (Wong-Zakai, McShane's counterexample) receive 'obvious' rough path explanations.
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