Multidimensional Stochastic Processes as Rough Paths by Peter K. Friz

By Peter K. Friz, Nicolas Victoir. 2010

158 citations recorded by the source corpus.

Subfields: Applied Mathematics, Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/e25430ffa3a42b50fbf224bece63d57c8b12f772