Course on Rough Paths: A Journey Through Stochastic Analysis
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Rough paths are a powerful new tool for studying stochastic processes. They provide a unified framework for understanding a wide range of phenomena, from the motion of a particle in a fluid to the evolution of a financial market.
4.4 out of 5
Language | : | English |
File size | : | 8840 KB |
Screen Reader | : | Supported |
Print length | : | 362 pages |
This book is a comprehensive to rough paths and their applications in stochastic analysis. It is written in a clear and accessible style, and it is suitable for both graduate students and researchers.
The book begins with a gentle to the basic concepts of rough paths. It then develops the theory of rough differential equations, which are a powerful tool for solving stochastic differential equations.
The book also covers a wide range of applications of rough paths, including:
- The study of stochastic processes in finance
- The analysis of the dynamics of complex systems
- The development of new methods for solving partial differential equations
Rough paths are a fascinating and rapidly developing area of mathematics. This book provides a comprehensive to the subject, and it is an essential resource for anyone who wants to learn about this powerful new tool.
Table of Contents
- Basic Concepts
- Rough Differential Equations
- Applications in Finance
- Applications in the Dynamics of Complex Systems
- Applications in Partial Differential Equations
About the Author
Peter K. Friz is a professor of mathematics at the University of Zurich. He is a leading expert in rough paths and their applications in stochastic analysis. He is the author of several books and over 100 research papers.
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4.4 out of 5
Language | : | English |
File size | : | 8840 KB |
Screen Reader | : | Supported |
Print length | : | 362 pages |
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4.4 out of 5
Language | : | English |
File size | : | 8840 KB |
Screen Reader | : | Supported |
Print length | : | 362 pages |