£80.54

Cambridge University Press Multidimensional Stochastic Processes as Rough Paths: Theory and Applications: 120 (Cambridge Studies in Advanced Mathematics, Series Number 120)

Price data last checked 50 day(s) ago - refreshing...

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

It has never been this cheap. We have no record of a lower price.

£81 today · cheaper than every other day in the last 3 months

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey
↓ Forecast
where the price is heading next
↓ Statistics
all-time high & low, recent range
↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 41 days • 41 data points (No recent data available)

Historical
Generating forecast...
£80.99 £80.50 £80.60 £80.71 £80.82 £80.93 £81.04 13 March 2026 23 March 2026 02 April 2026 12 April 2026 22 April 2026

Price Distribution

Price distribution over 41 days • 1 price levels

Days at Price
41 days 0 10 21 31 41 £81 Days at Price

Price Analysis

Most common price: £81 (41 days, 100.0%)

Price range: £81 - £81

Price levels: 1 different prices over 41 days

Description

Rough path analysis provides a fresh perspective on Ito's important theory of stochastic differential equations. Key theorems of modern stochastic analysis (existence and limit theorems for stochastic flows, Freidlin-Wentzell theory, the Stroock-Varadhan support description) can be obtained with dramatic simplifications. Classical approximation results and their limitations (Wong-Zakai, McShane's counterexample) receive 'obvious' rough path explanations. Evidence is building that rough paths will play an important role in the future analysis of stochastic partial differential equations and the authors include some first results in this direction. They also emphasize interactions with other parts of mathematics, including Caratheodory geometry, Dirichlet forms and Malliavin calculus. Based on successful courses at the graduate level, 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.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
04 February 2010
Listed Since
19 October 2006

Barcode

No barcode data available

Similar Products You Might Like

Stochastic Flows and Stochastic Differential Equations: 24 (Cambridge Studies in Advanced Mathematics, Series Number 24)
98% match

Stochastic Flows and Stochastic Differential Equations: 24 (Cambridge Studies in Advanced Mathematics, Series Number 24)

Cambridge University Press

£73.19 08 May 2026
A Course on Rough Paths: With an Introduction to Regularity Structures (Universitext)
98% match

A Course on Rough Paths: With an Introduction to Regularity Structures (Universitext)

Springer

£37.43 14 Feb 2026
Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus: 02 (Cambridge Mathematical Library)
97% match

Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus: 02 (Cambridge Mathematical Library)

Cambridge University Press

£63.73 16 Mar 2026
Stochastic Calculus: A Practical Introduction: 6 (Probability and Stochastics Series)
97% match

Stochastic Calculus: A Practical Introduction: 6 (Probability and Stochastics Series)

CRC Press

£150.18 22 Jan 2026
Stochastic Processes: General Theory: 342 (Mathematics and Its Applications, 342)
97% match

Stochastic Processes: General Theory: 342 (Mathematics and Its Applications, 342)

Springer

£77.19 21 Apr 2026
Stochastic Analysis and Diffusion Processes (Oxford Graduate Texts in Mathematics): 24
97% match

Stochastic Analysis and Diffusion Processes (Oxford Graduate Texts in Mathematics): 24

Oxford University Press

£59.80 08 Mar 2026
Modeling with Itô Stochastic Differential Equations: 22 (Mathematical Modelling: Theory and Applications, 22)
97% match

Modeling with Itô Stochastic Differential Equations: 22 (Mathematical Modelling: Theory and Applications, 22)

Springer

£75.68 09 Mar 2026
Stochastic Processes (Probability and Its Applications (duplicate))
97% match

Stochastic Processes (Probability and Its Applications (duplicate))

Birkhauser

£129.35 14 Apr 2026
Modeling with Itô Stochastic Differential Equations: 22 (Mathematical Modelling: Theory and Applications, 22)
97% match

Modeling with Itô Stochastic Differential Equations: 22 (Mathematical Modelling: Theory and Applications, 22)

Springer

£84.80 12 Apr 2026
Stochastic Calculus and Differential Equations for Physics and Finance
97% match

Stochastic Calculus and Differential Equations for Physics and Finance

Cambridge University Press

£69.19 16 May 2026
Stochastic Models (Contemporary Mathematics): Seventh Symposium on Probability and Stochastic Processes, June 23-28, 2002, Mexico City, Mexico
97% match

Stochastic Models (Contemporary Mathematics): Seventh Symposium on Probability and Stochastic Processes, June 23-28, 2002, Mexico City, Mexico

£78.95 07 May 2026
Stochastic Analysis and Applications 2014: In Honour of Terry Lyons: 100 (Springer Proceedings in Mathematics & Statistics, 100)
97% match

Stochastic Analysis and Applications 2014: In Honour of Terry Lyons: 100 (Springer Proceedings in Mathematics & Statistics, 100)

Springer

£77.19 08 Mar 2026
An Introduction to Stochastic Modeling
97% match

An Introduction to Stochastic Modeling

Academic Press

£73.14 05 Feb 2026
Random Walk, Brownian Motion, and Martingales: 292 (Graduate Texts in Mathematics, 292)
97% match

Random Walk, Brownian Motion, and Martingales: 292 (Graduate Texts in Mathematics, 292)

Springer

£50.92 28 Feb 2026
Stochastic Processes with Applications (Classics in Applied Mathematics)
97% match

Stochastic Processes with Applications (Classics in Applied Mathematics)

Society for Industrial and Applied Mathematics (SIAM)

£95.95 07 Mar 2026
Stochastic Calculus: An Introduction Through Theory and Exercises (Universitext)
97% match

Stochastic Calculus: An Introduction Through Theory and Exercises (Universitext)

Springer

£62.68 19 Feb 2026
Stochastic Processes: 33 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 33)
97% match

Stochastic Processes: 33 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 33)

Cambridge University Press

£63.22 24 Apr 2026
Markov Processes from K. Ito's Perspective (AM-155) (Annals of Mathematics Studies)
97% match

Markov Processes from K. Ito's Perspective (AM-155) (Annals of Mathematics Studies)

Princeton University Press

£52.20 26 Feb 2026
Semimartingale Theory and Stochastic Calculus
97% match

Semimartingale Theory and Stochastic Calculus

Routledge

£166.98 12 Jan 2026
Elements of Stochastic Dynamics
97% match

Elements of Stochastic Dynamics

World Scientific Publishing Company

£68.99 01 Mar 2026
Stochastic Analysis: Itô and Malliavin Calculus in Tandem: Series Number 159 (Cambridge Studies in Advanced Mathematics, Series Number 159)
97% match

Stochastic Analysis: Itô and Malliavin Calculus in Tandem: Series Number 159 (Cambridge Studies in Advanced Mathematics, Series Number 159)

Cambridge University Press

£40.80 11 May 2026
A First Course in Stochastic Processes
97% match

A First Course in Stochastic Processes

Academic Press

£82.49 13 Feb 2026
Introduction To Stochastic Calculus With Applications (3Rd Edition)
97% match

Introduction To Stochastic Calculus With Applications (3Rd Edition)

Imperial College Press

£41.65 17 Mar 2026
Stochastic Models In The Life Sciences And Their Methods Of Analysis
97% match

Stochastic Models In The Life Sciences And Their Methods Of Analysis

Scientific Publishing

£60.65 01 May 2026