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A Course on Rough Paths
Peter K. Friz , Martin Hairer
With many updates and additional exercises, the second edition of this book continues to provide readers with a gentle introduction to rough path analysis and regularity structures, theories that have yielded many new insights into the analysis of stochastic...

Editeur : Springer
Parution : 2020-05-27
Collection : Universitext
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52,74 €