Séminaire de Probabilités XLII
Description
This book offers an introduction to rough paths. Coverage also includes the interface between analysis and probability to special processes, Lévy processes and Lévy systems, representation of Gaussian processes, filtrations and quantum probability.
Keywords
MathematicsProbability & StatisticsMathematical AnalysisNumber TheoryDifferential EquationsFunctional AnalysisStochastic ProcessesCalculus
2009Book
Author(s)Michel A0/00mery
PublisherSpringer Berlin Heidelberg
ISBN9783642017629
LanguageEnglish
