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Multidimensional Stochastic Processes as Rough Paths - Friz, Peter K. (University of Cambridge) a Victoir, Nicolas B.

Rough paths may play an important role in the future analysis of stochastic partial differential equations. This up-to-date introduction presents the theory of rough paths and its applications to stochastic analysis. Examples, explanations and exercises make the book accessible to graduate students and researchers from a variety of fields.

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