Multidimensional Stochastic Processes as Rough Paths (Q3407274): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1017/cbo9780511845079 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W617501864 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 11:04, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multidimensional Stochastic Processes as Rough Paths |
scientific article |
Statements
Multidimensional Stochastic Processes as Rough Paths (English)
0 references
4 March 2010
0 references
rough path theory
0 references
stochastic differential equations
0 references
rough differential equations
0 references
geometric rough paths
0 references
Brownian motion
0 references
stochastic processes
0 references
stochastic flows
0 references
large deviations
0 references
support theorems
0 references
Malliavin calculus
0 references
