Multidimensional Stochastic Processes as Rough Paths (Q3407274)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multidimensional Stochastic Processes as Rough Paths |
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Multidimensional Stochastic Processes as Rough Paths (English)
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4 March 2010
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rough path theory
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stochastic differential equations
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rough differential equations
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geometric rough paths
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Brownian motion
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stochastic processes
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stochastic flows
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large deviations
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support theorems
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Malliavin calculus
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