A course on rough paths : with an introduction to regularity structures / Peter K. Friz, Martin Hairer |
Autore | Friz, Peter K. |
Edizione | [2. ed] |
Pubbl/distr/stampa | Cham, : Springer, 2020 |
Descrizione fisica | xvi, 346 p. : ill. ; 24 cm |
Altri autori (Persone) | Hairer, Martin |
Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60L20 - Rough paths [MSC 2020] 60L90 - Applications of rough analysis [MSC 2020] |
Soggetto non controllato |
Gaussian processes
Ordinary differential equations Partial differential equations Regularity structures Robust Stochastic Integration Rough Paths Stochastic Analysis Stochastic Partial Differential Equations Stochastic differential equations |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0248552 |
Friz, Peter K. | ||
Cham, : Springer, 2020 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
A course on rough paths : with an introduction to regularity structures / Peter K. Friz, Martin Hairer |
Autore | Friz, Peter K. |
Edizione | [2. ed] |
Pubbl/distr/stampa | Cham, : Springer, 2020 |
Descrizione fisica | xvi, 346 p. : ill. ; 24 cm |
Altri autori (Persone) | Hairer, Martin |
Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 60L20 - Rough paths [MSC 2020] 60L90 - Applications of rough analysis [MSC 2020] |
Soggetto non controllato |
Gaussian processes
Ordinary differential equations Partial differential equations Regularity structures Robust Stochastic Integration Rough Paths Stochastic Analysis Stochastic Partial Differential Equations Stochastic differential equations |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00248552 |
Friz, Peter K. | ||
Cham, : Springer, 2020 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|