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[Lecture Notes in Mathematics] Séminaire de Probabilités XV 1979/80 Volume 850 || Calcul d'ito sans probabilites

✍ Scribed by Azéma, Jacques; Yor, Marc


Book ID
120424601
Publisher
Springer Berlin Heidelberg
Year
1981
Weight
269 KB
Category
Article
ISBN
3540106898

No coin nor oath required. For personal study only.


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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.